+588.9%
RVMD vs NTRS
+93.2%
+495.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | +1.4% | -4.3% | -3.7% |
| 30D | -0.7% | -0.7% | -0.1% | -0.5% |
| 3M | +36.5% | +11.3% | +25.2% | +29.0% |
| 6M | +104.6% | +35.5% | +69.1% | +74.8% |
| YTD | +155.8% | +40.6% | +115.2% | +112.8% |
| 1Y | +340.7% | +49.2% | +291.5% | +254.1% |
| 3Y | +519.9% | +167.2% | +352.7% | +255.9% |
| All | +588.9% | +93.2% | +495.7% | +372.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling