+1,065.2%
NRG vs VWO
+117.1%
+948.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.1% |
| 7D | -4.7% | -1.8% | -2.9% | -3.3% |
| 30D | -6.0% | -0.1% | -5.9% | -5.8% |
| 3M | -8.0% | +2.2% | -10.2% | -9.6% |
| 6M | -23.2% | +8.8% | -31.9% | -28.1% |
| YTD | -28.1% | +12.4% | -40.4% | -34.1% |
| 1Y | -27.3% | +15.6% | -42.8% | -34.6% |
| 3Y | +208.7% | +62.5% | +146.1% | +117.5% |
| 5Y | +197.7% | +34.3% | +163.4% | +137.7% |
| All | +1,065.2% | +117.1% | +948.1% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 10y: compounded portfolio wealth divided by compounded VWO 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…
10y analysis · Full analysis span regression · 6 months rolling