+193.5%
NRG vs VYM
+77.5%
+116.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -3.6% |
| 30D | -6.0% | -2.2% | -3.7% | -3.1% |
| 3M | -8.0% | +3.1% | -11.0% | -12.0% |
| 6M | -23.2% | +9.7% | -32.9% | -32.0% |
| YTD | -28.1% | +14.9% | -42.9% | -39.9% |
| 1Y | -27.3% | +17.6% | -44.8% | -40.9% |
| 3Y | +208.7% | +65.3% | +143.3% | +70.5% |
| All | +193.5% | +77.5% | +116.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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