+151.5%
F vs NRG
+1,589.2%
-1,437.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.4% | -5.0% | -0.5% |
| 7D | +5.3% | +7.1% | -1.8% | +3.1% |
| 30D | +4.6% | -1.4% | +6.0% | +4.9% |
| 3M | -3.7% | -10.5% | +6.8% | -1.6% |
| 6M | +16.8% | -26.7% | +43.6% | +25.6% |
| YTD | +15.3% | -24.5% | +39.8% | +22.2% |
| 1Y | +31.0% | -18.6% | +49.6% | +34.7% |
| 3Y | +45.4% | +227.1% | -181.7% | -11.7% |
| 5Y | +54.7% | +198.8% | -144.1% | -4.9% |
| 10Y | +98.2% | +1,122.3% | -1,024.0% | -28.9% |
| All | +151.5% | +1,589.2% | -1,437.7% | -17.3% |
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