+617.4%
RVMD vs NWSA
+120.9%
+496.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -0.4% |
| 7D | -1.2% | -2.6% | +1.4% | +0.1% |
| 30D | +1.1% | +4.6% | -3.5% | -1.2% |
| 3M | +39.6% | +10.2% | +29.4% | +31.8% |
| 6M | +110.7% | +21.6% | +89.1% | +88.8% |
| YTD | +160.3% | +14.6% | +145.6% | +138.8% |
| 1Y | +404.9% | +0.4% | +404.6% | +394.6% |
| 3Y | +545.5% | +45.0% | +500.5% | +421.6% |
| 5Y | +584.7% | +41.3% | +543.4% | +450.5% |
| All | +617.4% | +120.9% | +496.4% | +362.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling