-18.6%
NRG vs VCLT
-0.4%
-18.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.1% | +6.3% | +6.3% |
| 7D | +7.1% | -0.5% | +7.6% | +7.9% |
| 30D | -1.4% | -0.9% | -0.6% | -0.2% |
| 3M | -10.5% | -3.2% | -7.2% | -5.4% |
| 6M | -26.7% | -3.8% | -22.9% | -22.6% |
| YTD | -24.5% | -2.0% | -22.5% | -21.1% |
| 1Y | -18.6% | -0.8% | -17.8% | -12.9% |
| All | -18.6% | -0.4% | -18.1% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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