+275.1%
BLK vs NRG
+1,083.9%
-808.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.2% |
| 7D | -3.3% | -4.7% | +1.4% | -2.1% |
| 30D | -6.5% | -6.0% | -0.6% | -5.3% |
| 3M | +6.7% | -8.0% | +14.7% | +7.6% |
| 6M | +14.7% | -23.2% | +37.9% | +20.5% |
| YTD | +2.5% | -28.1% | +30.6% | +9.1% |
| 1Y | -2.8% | -27.3% | +24.5% | +2.5% |
| 3Y | +65.9% | +208.7% | -142.8% | +5.6% |
| 5Y | +33.0% | +197.7% | -164.7% | -16.0% |
| All | +275.1% | +1,083.9% | -808.9% | +84.2% |
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