+379.1%
V vs NRG
+1,083.9%
-704.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -1.2% | -4.7% | +3.4% | -0.4% |
| 30D | +3.1% | -6.0% | +9.0% | +4.0% |
| 3M | +16.3% | -8.0% | +24.3% | +16.8% |
| 6M | +20.4% | -23.2% | +43.5% | +24.2% |
| YTD | +6.3% | -28.1% | +34.3% | +10.4% |
| 1Y | +8.7% | -27.3% | +36.0% | +11.9% |
| 3Y | +53.3% | +208.7% | -155.4% | +1.7% |
| 5Y | +71.1% | +197.7% | -126.6% | +12.1% |
| All | +379.1% | +1,083.9% | -704.8% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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