+208.7%
NRG vs VICR
+209.3%
-0.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | -0.4% |
| 7D | -4.7% | +5.0% | -9.6% | -5.6% |
| 30D | -6.0% | -12.5% | +6.5% | -4.1% |
| 3M | -8.0% | -33.6% | +25.6% | -2.8% |
| 6M | -23.2% | +10.7% | -33.8% | -28.2% |
| YTD | -28.1% | +80.6% | -108.6% | -39.2% |
| 1Y | -27.3% | +288.4% | -315.6% | -48.3% |
| 3Y | +208.7% | +213.8% | -5.1% | +115.0% |
| All | +208.7% | +209.3% | -0.6% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling