+193.5%
NRG vs VMC
+47.0%
+146.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.2% |
| 7D | -4.7% | -3.8% | -0.9% | -2.9% |
| 30D | -6.0% | -9.7% | +3.7% | -1.3% |
| 3M | -8.0% | -9.6% | +1.7% | -4.0% |
| 6M | -23.2% | -4.8% | -18.3% | -22.0% |
| YTD | -28.1% | -10.9% | -17.2% | -24.9% |
| 1Y | -27.3% | -15.6% | -11.7% | -22.3% |
| 3Y | +208.7% | +19.3% | +189.3% | +180.3% |
| All | +193.5% | +47.0% | +146.5% | +141.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling