+535.3%
VRT vs NRG
+198.7%
+336.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.2% | -2.4% | -3.3% |
| 7D | -7.7% | -0.2% | -7.5% | -7.4% |
| 30D | -12.0% | -6.8% | -5.2% | -7.5% |
| 3M | -11.7% | -7.1% | -4.5% | -9.0% |
| 6M | -8.1% | -27.6% | +19.5% | +12.0% |
| YTD | +53.2% | -29.2% | +82.4% | +88.6% |
| 1Y | +81.7% | -29.9% | +111.5% | +123.9% |
| All | +535.3% | +198.7% | +336.6% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling