+1,489.3%
NRG vs VTR
+975.8%
+513.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | +1.1% | -7.1% | -6.4% |
| 3M | -8.0% | +7.9% | -15.9% | -11.1% |
| 6M | -23.2% | +6.2% | -29.3% | -25.5% |
| YTD | -28.1% | +17.7% | -45.8% | -32.8% |
| 1Y | -27.3% | +32.9% | -60.2% | -35.3% |
| 3Y | +208.7% | +129.7% | +79.0% | +121.1% |
| 5Y | +197.7% | +89.3% | +108.3% | +125.6% |
| 10Y | +1,103.3% | +99.1% | +1,004.2% | +697.5% |
| All | +1,489.3% | +975.8% | +513.6% | +486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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