+208.7%
NRG vs VEU
+73.8%
+134.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.3% |
| 7D | -4.7% | -1.4% | -3.2% | -2.9% |
| 30D | -6.0% | -0.4% | -5.5% | -5.3% |
| 3M | -8.0% | +2.5% | -10.5% | -10.9% |
| 6M | -23.2% | +11.1% | -34.3% | -32.9% |
| YTD | -28.1% | +16.5% | -44.6% | -40.6% |
| 1Y | -27.3% | +22.9% | -50.2% | -43.7% |
| 3Y | +208.7% | +73.4% | +135.2% | +64.8% |
| All | +208.7% | +73.8% | +134.9% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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