+363.1%
EXC vs NRG
+1,598.0%
-1,234.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.2% | +9.3% | -8.0% | -1.4% |
| 30D | -2.7% | +1.3% | -4.0% | -3.4% |
| 3M | -1.0% | -6.0% | +5.0% | -0.8% |
| 6M | -9.3% | -22.0% | +12.7% | -5.0% |
| YTD | +3.6% | -24.1% | +27.8% | +8.7% |
| 1Y | +5.9% | -18.0% | +23.9% | +7.5% |
| 3Y | +21.3% | +220.0% | -198.7% | -28.1% |
| 5Y | +46.2% | +201.1% | -154.9% | -14.2% |
| 10Y | +151.5% | +1,085.1% | -933.6% | -15.4% |
| All | +363.1% | +1,598.0% | -1,234.8% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling