+201.4%
B vs NRG
+1,083.9%
-882.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.3% |
| 7D | -2.4% | -4.7% | +2.3% | -1.7% |
| 30D | +6.3% | -6.0% | +12.3% | +7.1% |
| 3M | +12.1% | -8.0% | +20.1% | +12.8% |
| 6M | -3.1% | -23.2% | +20.1% | -0.2% |
| YTD | +2.0% | -28.1% | +30.0% | +5.8% |
| 1Y | +51.7% | -27.3% | +78.9% | +57.1% |
| 3Y | +190.5% | +208.7% | -18.2% | +141.6% |
| 5Y | +158.0% | +197.7% | -39.7% | +113.5% |
| All | +201.4% | +1,083.9% | -882.5% | +83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling