+178.5%
BAC vs NRG
+1,598.0%
-1,419.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.2% | +9.3% | -8.1% | -2.1% |
| 30D | -0.7% | +1.3% | -2.0% | -1.6% |
| 3M | +16.9% | -6.0% | +22.9% | +17.2% |
| 6M | +29.6% | -22.0% | +51.6% | +37.2% |
| YTD | +15.3% | -24.1% | +39.4% | +22.1% |
| 1Y | +28.8% | -18.0% | +46.9% | +31.0% |
| 3Y | +136.4% | +220.0% | -83.6% | +29.8% |
| 5Y | +72.9% | +201.1% | -128.2% | -5.6% |
| 10Y | +391.8% | +1,085.1% | -693.3% | +37.7% |
| All | +178.5% | +1,598.0% | -1,419.5% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling