+193.5%
NRG vs VEU
+55.0%
+138.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.6% |
| 7D | -4.7% | -1.4% | -3.2% | -3.3% |
| 30D | -6.0% | -0.4% | -5.5% | -5.4% |
| 3M | -8.0% | +2.5% | -10.5% | -10.3% |
| 6M | -23.2% | +11.1% | -34.3% | -30.8% |
| YTD | -28.1% | +16.5% | -44.6% | -37.8% |
| 1Y | -27.3% | +22.9% | -50.2% | -40.2% |
| 3Y | +208.7% | +73.4% | +135.2% | +90.5% |
| All | +193.5% | +55.0% | +138.5% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling