+190.8%
EQT vs NRG
+194.8%
-4.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | -2.0% | -4.7% | +2.7% | -0.9% |
| 30D | 0.0% | -6.0% | +6.0% | +1.3% |
| 3M | +5.9% | -8.0% | +13.9% | +7.0% |
| 6M | -14.8% | -23.2% | +8.4% | -10.7% |
| YTD | +1.8% | -28.1% | +29.8% | +7.7% |
| 1Y | +7.4% | -27.3% | +34.6% | +12.3% |
| 3Y | +33.6% | +208.7% | -175.0% | -27.0% |
| All | +190.8% | +194.8% | -4.0% | +62.2% |
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 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