+193.5%
NRG vs VFC
-78.2%
+271.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.7% | +0.8% |
| 7D | -4.7% | -1.4% | -3.3% | -4.4% |
| 30D | -6.0% | -9.0% | +3.0% | -4.3% |
| 3M | -8.0% | -24.2% | +16.2% | -3.7% |
| 6M | -23.2% | -18.5% | -4.7% | -21.1% |
| YTD | -28.1% | -25.9% | -2.2% | -25.0% |
| 1Y | -27.3% | -13.0% | -14.3% | -27.1% |
| 3Y | +208.7% | -20.3% | +229.0% | +195.7% |
| All | +193.5% | -78.2% | +271.7% | +292.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling