+924.9%
NRG vs VT
+221.8%
+703.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +10.0% | +2.4% | +7.6% | +7.4% |
| 30D | -3.2% | -1.5% | -1.7% | -1.7% |
| 3M | -18.5% | -4.1% | -14.4% | -14.6% |
| 6M | -25.3% | +0.6% | -25.8% | -25.7% |
| YTD | -38.1% | +11.0% | -49.2% | -44.6% |
| 1Y | -40.7% | +13.3% | -54.0% | -48.0% |
| 3Y | +121.8% | +73.4% | +48.4% | +29.3% |
| 5Y | +209.2% | +57.4% | +151.8% | +97.2% |
| All | +924.9% | +221.8% | +703.1% | +169.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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