-40.7%
NRG vs VLTO
+21.9%
-62.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -0.9% |
| 7D | +10.0% | +1.0% | +9.0% | +10.1% |
| 30D | -3.2% | +17.5% | -20.7% | -1.5% |
| 3M | -18.5% | +21.4% | -39.9% | -17.0% |
| 6M | -25.3% | +38.1% | -63.4% | -24.8% |
| YTD | -38.1% | +19.0% | -57.1% | -37.3% |
| 1Y | -40.7% | +20.7% | -61.3% | -39.6% |
| All | -40.7% | +21.9% | -62.6% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling