+120.2%
BKR vs NRG
+1,083.9%
-963.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.1% |
| 7D | -7.0% | -4.7% | -2.3% | -5.5% |
| 30D | -8.1% | -6.0% | -2.2% | -6.5% |
| 3M | -6.6% | -8.0% | +1.3% | -5.7% |
| 6M | +0.9% | -23.2% | +24.0% | +7.2% |
| YTD | +31.1% | -28.1% | +59.1% | +41.5% |
| 1Y | +27.7% | -27.3% | +55.0% | +36.0% |
| 3Y | +71.2% | +208.7% | -137.4% | +0.5% |
| 5Y | +177.6% | +197.7% | -20.0% | +60.8% |
| All | +120.2% | +1,083.9% | -963.8% | -7.7% |
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 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