+193.5%
NRG vs VO
+42.1%
+151.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.8% |
| 7D | -4.7% | -1.5% | -3.2% | -3.0% |
| 30D | -6.0% | -3.0% | -2.9% | -2.6% |
| 3M | -8.0% | +2.8% | -10.8% | -10.8% |
| 6M | -23.2% | +10.9% | -34.1% | -30.9% |
| YTD | -28.1% | +12.5% | -40.5% | -36.0% |
| 1Y | -27.3% | +12.0% | -39.2% | -35.0% |
| 3Y | +208.7% | +56.3% | +152.4% | +109.5% |
| All | +193.5% | +42.1% | +151.3% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling