+220.1%
NRG vs VLTO
+24.3%
+195.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.7% | -2.3% | -2.4% | -4.0% |
| 30D | -6.0% | -2.7% | -3.3% | -5.2% |
| 3M | -8.0% | +14.0% | -22.0% | -12.9% |
| 6M | -23.2% | +3.3% | -26.5% | -24.6% |
| YTD | -28.1% | -5.4% | -22.6% | -27.1% |
| 1Y | -27.3% | -13.3% | -14.0% | -23.6% |
| All | +220.1% | +24.3% | +195.8% | +209.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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