+605.1%
RVMD vs NWSA
+118.8%
+486.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.0% | -2.8% | -0.2% | -1.6% |
| 30D | -0.7% | +3.0% | -3.8% | -2.2% |
| 3M | +36.5% | +12.3% | +24.2% | +27.7% |
| 6M | +104.6% | +21.9% | +82.7% | +83.2% |
| YTD | +155.8% | +13.6% | +142.3% | +135.8% |
| 1Y | +340.7% | +0.5% | +340.2% | +330.7% |
| 3Y | +519.9% | +43.8% | +476.2% | +403.1% |
| 5Y | +584.9% | +41.2% | +543.8% | +451.5% |
| All | +605.1% | +118.8% | +486.2% | +356.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling