+107.4%
F vs NRG
+1,284.9%
-1,177.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.1% | +10.0% | -13.1% | -6.0% |
| 30D | 0.0% | -3.2% | +3.3% | +0.1% |
| 3M | -13.2% | -18.5% | +5.3% | -8.9% |
| 6M | -10.2% | -25.3% | +15.1% | -4.4% |
| YTD | -4.9% | -38.1% | +33.2% | +5.7% |
| 1Y | -6.1% | -40.7% | +34.6% | +5.6% |
| 3Y | +46.0% | +121.8% | -75.8% | -0.8% |
| 5Y | -15.7% | +209.2% | -224.9% | -49.3% |
| 10Y | +64.3% | +981.4% | -917.1% | -39.1% |
| All | +107.4% | +1,284.9% | -1,177.6% | -28.5% |
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