+225.0%
NRG vs VSXY
+37.5%
+187.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +1.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -6.0% | -18.7% | +12.7% | -3.3% |
| 3M | -8.0% | -4.0% | -4.0% | -7.8% |
| 6M | -23.2% | +67.5% | -90.6% | -30.2% |
| YTD | -28.1% | +39.7% | -67.7% | -33.3% |
| 1Y | -27.3% | +180.0% | -207.2% | -39.8% |
| 3Y | +208.7% | +337.3% | -128.6% | +128.5% |
| 5Y | +197.7% | +22.7% | +175.0% | +144.8% |
| All | +225.0% | +37.5% | +187.4% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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