+529.3%
NRG vs VIG
+610.7%
-81.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -2.7% |
| 7D | -0.2% | -2.2% | +2.1% | +2.5% |
| 30D | -6.8% | -3.2% | -3.6% | -3.2% |
| 3M | -7.1% | +3.0% | -10.2% | -10.7% |
| 6M | -27.6% | +8.1% | -35.7% | -33.9% |
| YTD | -29.2% | +9.1% | -38.3% | -36.0% |
| 1Y | -29.9% | +12.6% | -42.5% | -38.8% |
| 3Y | +198.7% | +55.4% | +143.3% | +83.3% |
| 5Y | +192.9% | +62.8% | +130.1% | +69.6% |
| 10Y | +1,084.1% | +246.6% | +837.5% | +180.9% |
| All | +529.3% | +610.7% | -81.4% | -34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling