+1,575.9%
NRG vs VFC
+152.6%
+1,423.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.1% |
| 7D | +9.3% | +0.8% | +8.4% | +9.0% |
| 30D | +1.3% | -11.9% | +13.2% | +5.1% |
| 3M | -6.0% | -20.2% | +14.2% | -0.7% |
| 6M | -22.0% | -23.0% | +1.0% | -17.3% |
| YTD | -24.1% | -26.2% | +2.1% | -19.1% |
| 1Y | -18.0% | -13.3% | -4.7% | -17.8% |
| 3Y | +220.0% | -25.5% | +245.5% | +194.7% |
| 5Y | +201.1% | -78.1% | +279.2% | +316.9% |
| 10Y | +1,085.1% | -68.8% | +1,153.9% | +1,193.2% |
| All | +1,575.9% | +152.6% | +1,423.4% | +721.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling