+237.5%
NRG vs VLTO
+26.2%
+211.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +9.3% | -1.6% | +10.8% | +9.7% |
| 30D | +1.3% | -2.9% | +4.1% | +2.1% |
| 3M | -6.0% | +12.7% | -18.7% | -10.5% |
| 6M | -22.0% | +1.6% | -23.5% | -22.8% |
| YTD | -24.1% | -4.0% | -20.2% | -23.5% |
| 1Y | -18.0% | -10.2% | -7.9% | -15.2% |
| All | +237.5% | +26.2% | +211.4% | +224.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling