+244.5%
NRG vs RVMD
+622.3%
-377.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -3.0% | -1.7% | -4.4% |
| 30D | -6.0% | -0.7% | -5.2% | -5.9% |
| 3M | -8.0% | +36.5% | -44.5% | -11.3% |
| 6M | -23.2% | +104.6% | -127.8% | -29.8% |
| YTD | -28.1% | +155.8% | -183.9% | -36.4% |
| 1Y | -27.3% | +340.7% | -367.9% | -39.9% |
| 3Y | +208.7% | +519.9% | -311.3% | +138.8% |
| 5Y | +197.7% | +584.9% | -387.3% | +118.3% |
| All | +244.5% | +622.3% | -377.8% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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