+479.4%
ASX vs NRG
+190.8%
+288.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.6% | +7.1% | +4.9% |
| 7D | +11.1% | +3.9% | +7.3% | +9.4% |
| 30D | +9.6% | -3.0% | +12.6% | +10.5% |
| 3M | +18.6% | -10.9% | +29.5% | +22.5% |
| 6M | +92.1% | -25.3% | +117.4% | +110.3% |
| YTD | +158.5% | -26.8% | +185.3% | +184.6% |
| 1Y | +271.9% | -23.3% | +295.2% | +301.8% |
| 3Y | +465.2% | +208.6% | +256.6% | +269.0% |
| 5Y | +479.4% | +194.1% | +285.3% | +282.1% |
| All | +479.4% | +190.8% | +288.6% | +282.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling