-49.7%
NRG vs VSH
+62.1%
-111.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.1% | -8.4% | -12.4% |
| 7D | -13.7% | -13.6% | -0.1% | -10.9% |
| 30D | -13.6% | -30.4% | +16.8% | -6.8% |
| 3M | -28.5% | -33.3% | +4.8% | -23.0% |
| 6M | -45.8% | -15.1% | -30.7% | -47.5% |
| YTD | -46.9% | +80.2% | -127.2% | -60.8% |
| 1Y | -49.7% | +63.4% | -113.1% | -62.1% |
| All | -49.7% | +62.1% | -111.8% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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