+2,826.7%
VRT vs NRG
+368.3%
+2,458.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.4% |
| 7D | +13.6% | +9.3% | +4.4% | +8.0% |
| 30D | +6.8% | +1.3% | +5.5% | +5.7% |
| 3M | -3.2% | -6.0% | +2.8% | -1.4% |
| 6M | +20.3% | -22.0% | +42.3% | +35.1% |
| YTD | +79.6% | -24.1% | +103.7% | +104.5% |
| 1Y | +139.0% | -18.0% | +157.0% | +160.4% |
| 3Y | +644.6% | +220.0% | +424.6% | +322.5% |
| 5Y | +1,024.4% | +201.1% | +823.2% | +541.2% |
| All | +2,826.7% | +368.3% | +2,458.4% | +1,108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling