+1,065.2%
NRG vs VIG
+250.0%
+815.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.8% |
| 7D | -4.7% | -1.1% | -3.6% | -3.5% |
| 30D | -6.0% | -2.7% | -3.2% | -3.0% |
| 3M | -8.0% | +2.5% | -10.5% | -10.9% |
| 6M | -23.2% | +9.2% | -32.4% | -30.4% |
| YTD | -28.1% | +9.8% | -37.9% | -35.2% |
| 1Y | -27.3% | +12.4% | -39.7% | -36.0% |
| 3Y | +208.7% | +55.9% | +152.8% | +94.9% |
| 5Y | +197.7% | +63.9% | +133.7% | +77.9% |
| All | +1,065.2% | +250.0% | +815.1% | +172.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling