+201.1%
NRG vs VCIT
+3.7%
+197.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +9.3% | +0.1% | +9.2% | +9.2% |
| 30D | +1.3% | -0.8% | +2.0% | +2.0% |
| 3M | -6.0% | -0.5% | -5.5% | -5.6% |
| 6M | -22.0% | -1.4% | -20.6% | -20.9% |
| YTD | -24.1% | -0.8% | -23.3% | -23.4% |
| 1Y | -18.0% | +0.3% | -18.3% | -17.9% |
| 3Y | +220.0% | +19.2% | +200.8% | +184.7% |
| 5Y | +201.1% | +3.6% | +197.5% | +152.5% |
| All | +201.1% | +3.7% | +197.4% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling