+1,003.0%
BE vs NRG
+342.9%
+660.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +5.5% |
| 7D | +9.0% | -4.7% | +13.7% | +13.2% |
| 30D | +16.3% | -6.0% | +22.2% | +21.6% |
| 3M | +10.8% | -8.0% | +18.7% | +16.4% |
| 6M | +73.2% | -23.2% | +96.4% | +107.9% |
| YTD | +217.4% | -28.1% | +245.4% | +297.1% |
| 1Y | +309.8% | -27.3% | +337.1% | +423.3% |
| 3Y | +1,726.2% | +208.7% | +1,517.5% | +572.7% |
| 5Y | +1,306.2% | +197.7% | +1,108.5% | +404.7% |
| All | +1,003.0% | +342.9% | +660.1% | +127.3% |
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 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