+1,513.1%
NRG vs VO
+821.9%
+691.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +9.3% | +0.6% | +8.6% | +8.5% |
| 30D | +1.3% | -1.1% | +2.3% | +2.5% |
| 3M | -6.0% | +4.5% | -10.5% | -10.1% |
| 6M | -22.0% | +11.1% | -33.0% | -29.5% |
| YTD | -24.1% | +13.5% | -37.7% | -32.8% |
| 1Y | -18.0% | +14.5% | -32.5% | -28.0% |
| 3Y | +220.0% | +58.1% | +161.9% | +109.1% |
| 5Y | +201.1% | +43.3% | +157.8% | +113.3% |
| 10Y | +1,085.1% | +193.2% | +891.9% | +307.9% |
| All | +1,513.1% | +821.9% | +691.1% | +110.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling