+605.1%
RVMD vs NTRS
+126.7%
+478.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.3% |
| 7D | -3.0% | +1.4% | -4.3% | -3.6% |
| 30D | -0.7% | -0.7% | -0.1% | -0.5% |
| 3M | +36.5% | +11.3% | +25.2% | +29.3% |
| 6M | +104.6% | +35.5% | +69.1% | +75.8% |
| YTD | +155.8% | +40.6% | +115.2% | +114.4% |
| 1Y | +340.7% | +49.2% | +291.5% | +257.4% |
| 3Y | +519.9% | +167.2% | +352.7% | +269.2% |
| 5Y | +584.9% | +94.9% | +490.0% | +364.9% |
| All | +605.1% | +126.7% | +478.4% | +289.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling