+436.3%
NRG vs VEEV
+586.8%
-150.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -0.2% | -8.2% | +8.1% | +1.3% |
| 30D | -6.8% | +10.3% | -17.1% | -8.8% |
| 3M | -7.1% | +59.4% | -66.5% | -15.9% |
| 6M | -27.6% | +37.6% | -65.1% | -32.9% |
| YTD | -29.2% | +16.9% | -46.1% | -32.5% |
| 1Y | -29.9% | -5.0% | -24.9% | -30.4% |
| 3Y | +198.7% | +18.5% | +180.2% | +177.4% |
| 5Y | +192.9% | -13.8% | +206.7% | +182.6% |
| 10Y | +1,084.1% | +547.0% | +537.2% | +619.9% |
| All | +436.3% | +586.8% | -150.5% | +209.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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