+33.0%
BLK vs NRG
+194.8%
-161.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | -3.3% | -4.7% | +1.4% | -2.3% |
| 30D | -6.5% | -6.0% | -0.6% | -5.4% |
| 3M | +6.7% | -8.0% | +14.7% | +7.4% |
| 6M | +14.7% | -23.2% | +37.9% | +19.7% |
| YTD | +2.5% | -28.1% | +30.6% | +8.3% |
| 1Y | -2.8% | -27.3% | +24.5% | +1.8% |
| 3Y | +65.9% | +208.7% | -142.8% | +3.0% |
| All | +33.0% | +194.8% | -161.8% | -13.8% |
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