+46.0%
F vs NRG
+123.8%
-77.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | -3.1% | +10.0% | -13.1% | -4.5% |
| 30D | 0.0% | -3.2% | +3.3% | +0.2% |
| 3M | -13.2% | -18.5% | +5.3% | -10.9% |
| 6M | -10.2% | -25.3% | +15.1% | -7.1% |
| YTD | -4.9% | -38.1% | +33.2% | +0.9% |
| 1Y | -6.1% | -40.7% | +34.6% | +0.2% |
| 3Y | +46.0% | +121.8% | -75.8% | +10.0% |
| All | +46.0% | +123.8% | -77.9% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling