+568.4%
NRG vs VCIT
+98.3%
+470.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.4% |
| 7D | +7.1% | -0.3% | +7.5% | +7.3% |
| 30D | -1.4% | -0.8% | -0.7% | -1.0% |
| 3M | -10.5% | -1.0% | -9.4% | -9.9% |
| 6M | -26.7% | -1.8% | -24.9% | -25.9% |
| YTD | -24.5% | -0.7% | -23.8% | -24.1% |
| 1Y | -18.6% | +1.0% | -19.5% | -18.8% |
| 3Y | +227.1% | +18.8% | +208.3% | +201.2% |
| 5Y | +198.8% | +3.5% | +195.3% | +187.7% |
| 10Y | +1,122.3% | +29.2% | +1,093.0% | +1,059.5% |
| All | +568.4% | +98.3% | +470.1% | +753.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling