+1.7%
NRG vs VG
-34.8%
+36.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.6% | -3.4% |
| 7D | -0.2% | +7.0% | -7.2% | -1.0% |
| 30D | -6.8% | +17.2% | -24.0% | -8.6% |
| 3M | -7.1% | +16.8% | -23.9% | -9.3% |
| 6M | -27.6% | +36.3% | -63.9% | -33.0% |
| YTD | -29.2% | +127.9% | -157.1% | -42.8% |
| 1Y | -29.9% | +11.7% | -41.6% | -33.4% |
| All | +1.7% | -34.8% | +36.5% | +11.5% |
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