+85.2%
F vs NRG
+1,065.0%
-979.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.2% | +6.4% | +4.0% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -0.7% | -6.8% | +6.1% | +1.0% |
| 3M | -1.9% | -7.1% | +5.2% | -1.1% |
| 6M | +16.1% | -27.6% | +43.6% | +23.9% |
| YTD | +9.5% | -29.2% | +38.7% | +17.2% |
| 1Y | +27.2% | -29.9% | +57.1% | +35.9% |
| 3Y | +36.3% | +198.7% | -162.4% | -13.5% |
| 5Y | +49.3% | +192.9% | -143.6% | -6.2% |
| All | +85.2% | +1,065.0% | -979.8% | -7.6% |
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