+1,489.3%
NRG vs VTRS
-17.6%
+1,506.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -4.7% | -2.2% | -2.5% | -4.0% |
| 30D | -6.0% | +3.3% | -9.3% | -6.8% |
| 3M | -8.0% | +2.0% | -9.9% | -9.0% |
| 6M | -23.2% | +19.9% | -43.1% | -27.8% |
| YTD | -28.1% | +35.7% | -63.8% | -35.1% |
| 1Y | -27.3% | +68.1% | -95.4% | -38.8% |
| 3Y | +208.7% | +87.1% | +121.6% | +144.3% |
| 5Y | +197.7% | +47.6% | +150.0% | +145.5% |
| 10Y | +1,103.3% | -48.2% | +1,151.5% | +1,137.0% |
| All | +1,489.3% | -17.6% | +1,506.9% | +791.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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