+1,065.2%
NRG vs VSH
+196.4%
+868.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -0.5% |
| 7D | -4.7% | +4.8% | -9.4% | -6.2% |
| 30D | -6.0% | -0.7% | -5.3% | -5.9% |
| 3M | -8.0% | -43.1% | +35.1% | +8.4% |
| 6M | -23.2% | +91.8% | -114.9% | -44.1% |
| YTD | -28.1% | +131.6% | -159.7% | -51.6% |
| 1Y | -27.3% | +118.1% | -145.3% | -50.3% |
| 3Y | +208.7% | +40.9% | +167.8% | +135.3% |
| 5Y | +197.7% | +75.8% | +121.9% | +104.0% |
| All | +1,065.2% | +196.4% | +868.8% | +392.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling