+67.8%
B vs NRG
-18.6%
+86.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.4% | -8.6% | -4.0% |
| 7D | -1.6% | +7.1% | -8.7% | -3.6% |
| 30D | +9.4% | -1.4% | +10.8% | +9.6% |
| 3M | +5.0% | -10.5% | +15.4% | +6.7% |
| 6M | -3.5% | -26.7% | +23.2% | +3.7% |
| YTD | +4.5% | -24.5% | +29.0% | +11.2% |
| 1Y | +67.8% | -18.6% | +86.3% | +73.1% |
| All | +67.8% | -18.6% | +86.4% | +73.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling