-10.8%
NRG vs VG
-46.6%
+35.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.2% |
| 7D | +17.1% | +5.5% | +11.6% | +16.4% |
| 30D | -7.9% | -3.6% | -4.3% | -7.6% |
| 3M | -18.2% | -4.0% | -14.2% | -18.1% |
| 6M | -28.4% | +9.4% | -37.8% | -30.4% |
| YTD | -37.9% | +86.6% | -124.5% | -48.8% |
| 1Y | -39.2% | +69.5% | -108.7% | -48.9% |
| All | -10.8% | -46.6% | +35.8% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling