+588.9%
RVMD vs NWSA
+40.0%
+548.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -3.0% | -2.8% | -0.2% | -1.3% |
| 30D | -0.7% | +3.0% | -3.8% | -2.5% |
| 3M | +36.5% | +12.3% | +24.2% | +25.7% |
| 6M | +104.6% | +21.9% | +82.7% | +78.1% |
| YTD | +155.8% | +13.6% | +142.3% | +131.0% |
| 1Y | +340.7% | +0.5% | +340.2% | +329.5% |
| 3Y | +519.9% | +43.8% | +476.2% | +364.1% |
| All | +588.9% | +40.0% | +548.9% | +423.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling