+49.5%
EQT vs NRG
+1,065.0%
-1,015.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | +1.1% | -6.8% | +7.9% | +2.7% |
| 3M | +4.8% | -7.1% | +11.9% | +5.6% |
| 6M | -10.6% | -27.6% | +17.0% | -4.7% |
| YTD | +3.4% | -29.2% | +32.6% | +10.2% |
| 1Y | +8.7% | -29.9% | +38.6% | +15.2% |
| 3Y | +35.0% | +198.7% | -163.7% | -14.2% |
| 5Y | +204.2% | +192.9% | +11.3% | +91.6% |
| All | +49.5% | +1,065.0% | -1,015.5% | -34.7% |
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