+196.6%
B vs NRG
+208.6%
-12.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.6% | +4.7% | +1.7% |
| 7D | +1.0% | +3.9% | -2.8% | +0.4% |
| 30D | +9.5% | -3.0% | +12.5% | +9.8% |
| 3M | +14.3% | -10.9% | +25.2% | +15.6% |
| 6M | -1.9% | -25.3% | +23.4% | +1.4% |
| YTD | +4.1% | -26.8% | +30.9% | +7.9% |
| 1Y | +56.1% | -23.3% | +79.4% | +61.2% |
| All | +196.6% | +208.6% | -12.1% | +135.3% |
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