+1,076.3%
NRG vs VNQ
+386.3%
+690.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.2% |
| 7D | -4.7% | -1.3% | -3.4% | -4.0% |
| 30D | -6.0% | -2.6% | -3.4% | -4.6% |
| 3M | -8.0% | -2.0% | -5.9% | -7.2% |
| 6M | -23.2% | +4.3% | -27.5% | -24.9% |
| YTD | -28.1% | +9.2% | -37.3% | -31.4% |
| 1Y | -27.3% | +5.6% | -32.9% | -29.5% |
| 3Y | +208.7% | +30.8% | +177.8% | +165.7% |
| 5Y | +197.7% | +8.0% | +189.7% | +183.2% |
| 10Y | +1,103.3% | +63.7% | +1,039.6% | +831.8% |
| All | +1,076.3% | +386.3% | +690.0% | +397.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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