+1,516.1%
NRG vs VMC
+628.2%
+887.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.4% |
| 7D | +3.9% | -5.3% | +9.2% | +6.0% |
| 30D | -3.0% | -12.3% | +9.3% | +1.8% |
| 3M | -10.9% | -10.3% | -0.6% | -7.6% |
| 6M | -25.3% | -8.6% | -16.7% | -23.1% |
| YTD | -26.8% | -11.9% | -15.0% | -23.8% |
| 1Y | -23.3% | -13.9% | -9.4% | -19.6% |
| 3Y | +208.6% | +18.2% | +190.4% | +187.6% |
| 5Y | +194.1% | +47.7% | +146.4% | +149.2% |
| 10Y | +1,123.6% | +152.5% | +971.1% | +712.1% |
| All | +1,516.1% | +628.2% | +887.9% | +553.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling