-18.6%
NRG vs VTEB
+3.1%
-21.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.3% |
| 7D | +7.1% | -0.8% | +7.9% | +9.7% |
| 30D | -1.4% | -1.3% | -0.1% | +2.7% |
| 3M | -10.5% | -2.1% | -8.3% | -3.1% |
| 6M | -26.7% | -1.7% | -25.1% | -23.1% |
| YTD | -24.5% | -0.6% | -24.0% | -19.4% |
| 1Y | -18.6% | +3.1% | -21.6% | -10.7% |
| All | -18.6% | +3.1% | -21.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling