+193.5%
NRG vs VSH
+74.2%
+119.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.1% | -4.5% | -0.4% |
| 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% | +8.3% |
| 6M | -23.2% | +91.8% | -114.9% | -45.2% |
| YTD | -28.1% | +131.6% | -159.7% | -52.8% |
| 1Y | -27.3% | +118.1% | -145.3% | -51.5% |
| 3Y | +208.7% | +40.9% | +167.8% | +127.8% |
| All | +193.5% | +74.2% | +119.3% | +90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling