+169.7%
VEA vs NRG
+297.3%
-127.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.6% |
| 7D | -1.5% | -4.7% | +3.2% | -0.2% |
| 30D | -0.8% | -6.0% | +5.1% | +0.5% |
| 3M | +2.5% | -8.0% | +10.4% | +3.5% |
| 6M | +11.1% | -23.2% | +34.3% | +16.9% |
| YTD | +17.2% | -28.1% | +45.2% | +24.8% |
| 1Y | +24.5% | -27.3% | +51.8% | +31.3% |
| 3Y | +75.4% | +208.7% | -133.2% | +15.5% |
| 5Y | +61.1% | +197.7% | -136.6% | +4.4% |
| 10Y | +163.1% | +1,103.3% | -940.2% | +1.2% |
| All | +169.7% | +297.3% | -127.6% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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