+1,065.2%
NRG vs VRSK
+126.1%
+939.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -4.7% | -5.2% | +0.5% | -3.3% |
| 30D | -6.0% | -2.3% | -3.6% | -5.6% |
| 3M | -8.0% | -2.9% | -5.0% | -8.7% |
| 6M | -23.2% | -12.8% | -10.4% | -21.5% |
| YTD | -28.1% | -20.8% | -7.2% | -24.2% |
| 1Y | -27.3% | -33.2% | +6.0% | -18.2% |
| 3Y | +208.7% | -26.6% | +235.2% | +218.2% |
| 5Y | +197.7% | -11.3% | +209.0% | +169.2% |
| All | +1,065.2% | +126.1% | +939.1% | +482.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling