+977.6%
VRT vs NRG
+194.8%
+782.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.5% |
| 7D | -8.4% | -4.7% | -3.7% | -5.2% |
| 30D | -10.9% | -6.0% | -4.9% | -7.3% |
| 3M | -13.7% | -8.0% | -5.7% | -10.5% |
| 6M | -4.1% | -23.2% | +19.0% | +10.6% |
| YTD | +58.7% | -28.1% | +86.8% | +90.6% |
| 1Y | +89.6% | -27.3% | +116.9% | +125.2% |
| 3Y | +558.1% | +208.7% | +349.5% | +231.6% |
| All | +977.6% | +194.8% | +782.7% | +416.7% |
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