+85.6%
VUG vs NRG
+203.5%
-117.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | -0.5% | -4.7% | +4.2% | +0.4% |
| 30D | -1.0% | -6.0% | +5.0% | 0.0% |
| 3M | +3.5% | -8.0% | +11.5% | +4.0% |
| 6M | +14.2% | -23.2% | +37.3% | +18.5% |
| YTD | +8.5% | -28.1% | +36.5% | +13.6% |
| 1Y | +12.9% | -27.3% | +40.1% | +17.4% |
| 3Y | +85.6% | +208.7% | -123.0% | +26.9% |
| All | +85.6% | +203.5% | -117.9% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling