+193.5%
NRG vs VICR
+57.6%
+135.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +11.2% | -9.5% | 0.0% |
| 7D | -4.7% | +5.0% | -9.6% | -5.4% |
| 30D | -6.0% | -12.5% | +6.5% | -4.4% |
| 3M | -8.0% | -33.6% | +25.6% | -3.7% |
| 6M | -23.2% | +10.7% | -33.8% | -26.8% |
| YTD | -28.1% | +80.6% | -108.6% | -36.6% |
| 1Y | -27.3% | +288.4% | -315.6% | -43.4% |
| 3Y | +208.7% | +213.8% | -5.1% | +137.4% |
| All | +193.5% | +57.6% | +135.8% | +122.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling