+1,088.3%
VST vs NRG
+988.2%
+100.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | +19.2% | +21.7% | -2.6% | +3.9% |
| 30D | -17.2% | -8.1% | -9.1% | -11.7% |
| 3M | -8.1% | -18.3% | +10.2% | +5.9% |
| 6M | -8.1% | -28.0% | +19.9% | +14.3% |
| YTD | -16.3% | -37.5% | +21.3% | +14.9% |
| 1Y | -24.1% | -41.1% | +17.0% | +8.4% |
| 3Y | +300.2% | +126.6% | +173.6% | +170.7% |
| 5Y | +645.9% | +212.3% | +433.6% | +316.1% |
| 10Y | +1,152.2% | +992.0% | +160.2% | +424.4% |
| All | +1,088.3% | +988.2% | +100.1% | +388.6% |
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 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