-40.1%
NRG vs VCIT
-1.2%
-38.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +2.1% |
| 7D | +21.7% | -1.4% | +23.1% | +25.7% |
| 30D | -8.1% | +0.8% | -8.9% | -11.2% |
| 3M | -18.3% | -1.7% | -16.6% | -14.3% |
| 6M | -28.0% | -2.1% | -25.9% | -23.7% |
| YTD | -37.5% | -2.0% | -35.5% | -33.3% |
| All | -40.1% | -1.2% | -38.9% | -38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling