+199.4%
RVMD vs NTRS
+37.4%
+162.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.7% | -7.3% | -9.6% |
| 7D | -6.6% | -0.9% | -5.7% | -6.0% |
| 30D | -11.1% | +1.1% | -12.3% | -11.1% |
| 3M | -10.0% | -6.6% | -3.4% | -7.7% |
| 6M | +20.7% | +7.1% | +13.6% | +18.3% |
| YTD | +123.0% | +27.4% | +95.7% | +112.0% |
| 1Y | +199.4% | +36.5% | +162.8% | +179.8% |
| All | +199.4% | +37.4% | +162.0% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling