+69.6%
V vs NRG
+183.6%
-114.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | -3.0% | -0.2% | -2.9% | -3.1% |
| 30D | +1.2% | -6.8% | +8.0% | +1.8% |
| 3M | +13.9% | -7.1% | +21.0% | +13.9% |
| 6M | +17.2% | -27.6% | +44.8% | +20.1% |
| YTD | +5.3% | -29.2% | +34.5% | +7.8% |
| 1Y | +9.5% | -29.9% | +39.4% | +11.7% |
| 3Y | +51.9% | +198.7% | -146.7% | +8.1% |
| 5Y | +69.6% | +192.9% | -123.3% | +20.5% |
| All | +69.6% | +183.6% | -114.1% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling