+346.3%
NRG vs VEU
+188.7%
+157.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -2.8% |
| 7D | +3.9% | +0.3% | +3.5% | +3.6% |
| 30D | -3.0% | +0.7% | -3.6% | -3.5% |
| 3M | -10.9% | +4.7% | -15.6% | -14.6% |
| 6M | -25.3% | +11.6% | -36.9% | -32.5% |
| YTD | -26.8% | +16.8% | -43.6% | -36.4% |
| 1Y | -23.3% | +24.9% | -48.2% | -37.2% |
| 3Y | +208.6% | +75.7% | +132.9% | +86.8% |
| 5Y | +194.1% | +56.1% | +138.0% | +96.1% |
| 10Y | +1,123.6% | +153.6% | +970.0% | +423.7% |
| All | +346.3% | +188.7% | +157.7% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling