+136.0%
BAC vs NRG
+198.7%
-62.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.8% | -6.8% | +5.0% | -0.9% |
| 3M | +15.3% | -7.1% | +22.4% | +15.6% |
| 6M | +30.2% | -27.6% | +57.7% | +35.2% |
| YTD | +15.6% | -29.2% | +44.8% | +20.0% |
| 1Y | +27.5% | -29.9% | +57.3% | +32.0% |
| All | +136.0% | +198.7% | -62.6% | +62.9% |
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 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