-49.7%
NRG vs VO
+16.3%
-66.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.9% | -14.4% | -14.9% |
| 7D | -13.7% | +1.0% | -14.7% | -15.2% |
| 30D | -13.6% | +2.6% | -16.2% | -17.3% |
| 3M | -28.5% | -0.3% | -28.3% | -28.1% |
| 6M | -45.8% | +7.6% | -53.4% | -52.2% |
| YTD | -46.9% | +14.7% | -61.7% | -57.1% |
| 1Y | -49.7% | +16.4% | -66.1% | -59.6% |
| All | -49.7% | +16.3% | -66.0% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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