+392.9%
BAC vs NRG
+1,083.9%
-691.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | 0.0% | -4.7% | +4.7% | +1.2% |
| 30D | -2.8% | -6.0% | +3.2% | -1.5% |
| 3M | +14.2% | -8.0% | +22.2% | +15.2% |
| 6M | +30.5% | -23.2% | +53.7% | +36.9% |
| YTD | +15.8% | -28.1% | +43.9% | +22.8% |
| 1Y | +26.2% | -27.3% | +53.4% | +32.3% |
| 3Y | +136.5% | +208.7% | -72.1% | +46.3% |
| 5Y | +75.9% | +197.7% | -121.7% | +7.7% |
| All | +392.9% | +1,083.9% | -691.0% | +138.2% |
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