+547.9%
NRG vs VCLT
+102.9%
+444.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +3.9% | 0.0% | +3.8% | +3.9% |
| 30D | -3.0% | +0.1% | -3.1% | -3.0% |
| 3M | -10.9% | -2.9% | -8.0% | -10.3% |
| 6M | -25.3% | -4.0% | -21.3% | -24.5% |
| YTD | -26.8% | -2.2% | -24.6% | -26.3% |
| 1Y | -23.3% | -2.6% | -20.7% | -22.7% |
| 3Y | +208.6% | +12.3% | +196.3% | +202.3% |
| 5Y | +194.1% | -16.4% | +210.5% | +196.7% |
| 10Y | +1,123.6% | +18.1% | +1,105.5% | +1,173.9% |
| All | +547.9% | +102.9% | +444.9% | +880.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling