-18.6%
NRG vs VFC
-6.8%
-11.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.1% | +6.1% |
| 7D | +7.1% | -1.6% | +8.7% | +7.3% |
| 30D | -1.4% | -11.6% | +10.2% | +0.1% |
| 3M | -10.5% | -18.1% | +7.6% | -8.6% |
| 6M | -26.7% | -27.4% | +0.6% | -24.9% |
| YTD | -24.5% | -24.8% | +0.3% | -23.0% |
| 1Y | -18.6% | -8.2% | -10.4% | -19.9% |
| All | -18.6% | -6.8% | -11.7% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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