+292.4%
C vs NRG
+1,083.9%
-791.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | +0.8% | -4.7% | +5.5% | +2.3% |
| 30D | +0.9% | -6.0% | +6.9% | +2.5% |
| 3M | +1.1% | -8.0% | +9.0% | +2.2% |
| 6M | +28.4% | -23.2% | +51.5% | +36.3% |
| YTD | +20.8% | -28.1% | +48.8% | +30.1% |
| 1Y | +43.4% | -27.3% | +70.7% | +52.7% |
| 3Y | +274.9% | +208.7% | +66.2% | +118.5% |
| 5Y | +136.7% | +197.7% | -61.0% | +36.0% |
| All | +292.4% | +1,083.9% | -791.5% | +77.6% |
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