-49.7%
NRG vs VIG
+19.5%
-69.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.1% | -15.6% | -15.7% |
| 7D | -13.7% | +2.7% | -16.5% | -16.6% |
| 30D | -13.6% | +7.0% | -20.6% | -21.1% |
| 3M | -28.5% | +4.0% | -32.5% | -32.1% |
| 6M | -45.8% | +12.3% | -58.0% | -54.7% |
| YTD | -46.9% | +16.4% | -63.3% | -58.3% |
| 1Y | -49.7% | +19.2% | -68.9% | -61.5% |
| All | -49.7% | +19.5% | -69.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling