-49.7%
NRG vs VMC
+3.7%
-53.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.6% | -18.1% | -15.0% |
| 7D | -13.7% | +12.3% | -26.1% | -17.8% |
| 30D | -13.6% | +21.2% | -34.8% | -20.5% |
| 3M | -28.5% | +4.6% | -33.1% | -30.0% |
| 6M | -45.8% | +3.9% | -49.6% | -47.1% |
| YTD | -46.9% | +5.0% | -51.9% | -49.2% |
| 1Y | -49.7% | +2.6% | -52.3% | -51.3% |
| All | -49.7% | +3.7% | -53.4% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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