+1,232.7%
VST vs NRG
+1,174.1%
+58.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | +2.0% |
| 7D | +5.3% | +3.9% | +1.5% | +2.5% |
| 30D | +5.8% | -3.0% | +8.7% | +7.5% |
| 3M | +3.5% | -10.9% | +14.4% | +10.6% |
| 6M | -7.4% | -25.3% | +17.9% | +11.3% |
| YTD | -6.1% | -26.8% | +20.8% | +14.8% |
| 1Y | -21.6% | -23.3% | +1.7% | -6.6% |
| 3Y | +357.2% | +208.6% | +148.6% | +154.1% |
| 5Y | +777.0% | +194.1% | +582.9% | +387.4% |
| All | +1,232.7% | +1,174.1% | +58.6% | +388.3% |
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