+449.7%
NRG vs VCIT
+97.4%
+352.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.1% | +10.3% | +10.3% |
| 7D | +2.9% | +0.7% | +2.2% | +2.4% |
| 30D | -9.3% | +1.8% | -11.1% | -10.4% |
| 3M | -17.1% | -1.1% | -16.0% | -16.6% |
| 6M | -28.9% | -1.7% | -27.2% | -28.2% |
| YTD | -37.9% | -1.1% | -36.8% | -37.4% |
| 1Y | -42.7% | -0.4% | -42.3% | -42.5% |
| 3Y | +127.5% | +20.5% | +107.0% | +108.2% |
| 5Y | +217.4% | +3.8% | +213.6% | +205.5% |
| 10Y | +898.2% | +31.2% | +866.9% | +853.7% |
| All | +449.7% | +97.4% | +352.3% | +603.2% |
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