+1,065.2%
NRG vs VCLT
+17.1%
+1,048.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -1.4% | -3.3% | -4.0% |
| 30D | -6.0% | -1.2% | -4.8% | -5.4% |
| 3M | -8.0% | -4.8% | -3.2% | -5.7% |
| 6M | -23.2% | -2.6% | -20.6% | -22.0% |
| YTD | -28.1% | -3.3% | -24.7% | -26.6% |
| 1Y | -27.3% | -4.8% | -22.4% | -25.3% |
| 3Y | +208.7% | +11.5% | +197.1% | +194.1% |
| 5Y | +197.7% | -17.0% | +214.6% | +222.2% |
| All | +1,065.2% | +17.1% | +1,048.1% | +1,008.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling