-8.5%
EQT vs NRG
-51.3%
+42.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -3.4% |
| 7D | -6.9% | -17.0% | +10.1% | -5.7% |
| 30D | -3.2% | -21.9% | +18.6% | -1.7% |
| 3M | -0.9% | -32.9% | +32.1% | +1.4% |
| 6M | -13.0% | -48.4% | +35.4% | -9.4% |
| YTD | -4.4% | -48.7% | +44.2% | -1.0% |
| 1Y | -8.5% | -52.8% | +44.3% | -3.1% |
| All | -8.5% | -51.3% | +42.7% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling