+1,046.6%
NRG vs VCIT
+28.8%
+1,017.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.5% | -2.5% |
| 7D | -0.2% | -1.0% | +0.9% | +0.8% |
| 30D | -6.8% | -1.3% | -5.5% | -5.6% |
| 3M | -7.1% | -1.6% | -5.6% | -5.8% |
| 6M | -27.6% | -2.3% | -25.3% | -25.9% |
| YTD | -29.2% | -1.7% | -27.5% | -27.9% |
| 1Y | -29.9% | -0.7% | -29.1% | -29.2% |
| 3Y | +198.7% | +18.1% | +180.6% | +161.1% |
| 5Y | +192.9% | +2.4% | +190.5% | +188.2% |
| All | +1,046.6% | +28.8% | +1,017.8% | +883.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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