+661.1%
NRG vs VTEB
+25.5%
+635.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.4% |
| 7D | -4.7% | -0.9% | -3.8% | -4.0% |
| 30D | -6.0% | -2.5% | -3.5% | -4.2% |
| 3M | -8.0% | -3.0% | -5.0% | -5.9% |
| 6M | -23.2% | -2.1% | -21.0% | -21.9% |
| YTD | -28.1% | -1.5% | -26.6% | -27.1% |
| 1Y | -27.3% | +0.2% | -27.4% | -27.1% |
| 3Y | +208.7% | +8.6% | +200.1% | +192.1% |
| 5Y | +197.7% | +1.2% | +196.5% | +194.0% |
| 10Y | +1,103.3% | +18.1% | +1,085.3% | +1,154.9% |
| All | +661.1% | +25.5% | +635.6% | +834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling