-11.1%
NRG vs VG
-44.6%
+33.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | +10.0% | +14.0% | -4.0% | +8.3% |
| 30D | -3.2% | -1.0% | -2.3% | -3.3% |
| 3M | -18.5% | -2.7% | -15.8% | -18.6% |
| 6M | -25.3% | +1.5% | -26.8% | -26.5% |
| YTD | -38.1% | +93.7% | -131.8% | -49.2% |
| 1Y | -40.7% | +68.5% | -109.2% | -49.8% |
| All | -11.1% | -44.6% | +33.5% | -1.0% |
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