+43.7%
F vs NRG
+190.8%
-147.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.6% | -0.4% | -3.1% |
| 7D | -4.9% | +3.9% | -8.7% | -5.7% |
| 30D | -2.9% | -3.0% | +0.1% | -2.3% |
| 3M | -9.1% | -10.9% | +1.9% | -7.5% |
| 6M | +12.9% | -25.3% | +38.2% | +18.8% |
| YTD | +6.1% | -26.8% | +32.9% | +11.9% |
| 1Y | +22.5% | -23.3% | +45.8% | +27.2% |
| 3Y | +32.1% | +208.6% | -176.6% | -23.3% |
| 5Y | +43.7% | +194.1% | -150.4% | -13.4% |
| All | +43.7% | +190.8% | -147.1% | -13.4% |
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