+8.4%
NRG vs VG
-39.3%
+47.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +7.1% | +1.7% | +5.4% | +6.9% |
| 30D | -1.4% | +16.0% | -17.4% | -3.3% |
| 3M | -10.5% | +9.7% | -20.2% | -12.0% |
| 6M | -26.7% | +29.6% | -56.3% | -32.2% |
| YTD | -24.5% | +112.0% | -136.5% | -38.5% |
| 1Y | -18.6% | +12.8% | -31.4% | -23.8% |
| All | +8.4% | -39.3% | +47.7% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling