+75.6%
BAC vs NRG
+183.6%
-108.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | +0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.8% | -6.8% | +5.0% | -0.6% |
| 3M | +15.3% | -7.1% | +22.4% | +15.7% |
| 6M | +30.2% | -27.6% | +57.7% | +36.9% |
| YTD | +15.6% | -29.2% | +44.8% | +21.5% |
| 1Y | +27.5% | -29.9% | +57.3% | +33.4% |
| 3Y | +137.0% | +198.7% | -61.6% | +50.7% |
| 5Y | +75.6% | +192.9% | -117.3% | +13.1% |
| All | +75.6% | +183.6% | -108.1% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling