+1,231.5%
VUG vs NRG
+1,405.3%
-173.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.3% |
| 7D | -1.9% | -0.2% | -1.7% | -1.9% |
| 30D | -1.6% | -6.8% | +5.2% | -0.1% |
| 3M | +4.4% | -7.1% | +11.5% | +5.0% |
| 6M | +13.2% | -27.6% | +40.8% | +20.2% |
| YTD | +7.5% | -29.2% | +36.7% | +14.1% |
| 1Y | +12.5% | -29.9% | +42.4% | +19.1% |
| 3Y | +86.0% | +198.7% | -112.7% | +30.5% |
| 5Y | +76.5% | +192.9% | -116.4% | +22.4% |
| 10Y | +417.7% | +1,084.1% | -666.4% | +140.6% |
| All | +1,231.5% | +1,405.3% | -173.8% | +508.1% |
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