-29.9%
NRG vs VLTO
-10.5%
-19.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -1.9% | -3.3% |
| 7D | -0.2% | -4.5% | +4.4% | -0.6% |
| 30D | -6.8% | -4.6% | -2.2% | -7.3% |
| 3M | -7.1% | +13.3% | -20.4% | -8.4% |
| 6M | -27.6% | +2.1% | -29.7% | -28.0% |
| YTD | -29.2% | -6.1% | -23.1% | -30.4% |
| 1Y | -29.9% | -11.4% | -18.5% | -32.7% |
| All | -29.9% | -10.5% | -19.4% | -32.7% |
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