+483.9%
NRG vs VIVK
-100.0%
+583.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +1.6% |
| 7D | -4.7% | -4.4% | -0.3% | -4.7% |
| 30D | -6.0% | -40.8% | +34.8% | -5.9% |
| 3M | -8.0% | -94.1% | +86.2% | -7.7% |
| 6M | -23.2% | -98.2% | +75.0% | -22.9% |
| YTD | -28.1% | -98.0% | +70.0% | -27.9% |
| 1Y | -27.3% | -100.0% | +72.7% | -26.8% |
| 3Y | +208.7% | -100.0% | +308.6% | +210.3% |
| 5Y | +197.7% | -100.0% | +297.6% | +199.3% |
| 10Y | +1,103.3% | -100.0% | +1,203.3% | +1,103.3% |
| All | +483.9% | -100.0% | +583.9% | +477.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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