-3.7%
FISV vs NRG
-50.8%
+47.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -13.5% | +19.8% | +5.0% |
| 7D | +29.6% | -13.7% | +43.4% | +28.0% |
| 30D | +34.5% | -13.6% | +48.1% | +33.0% |
| 3M | +11.2% | -28.5% | +39.8% | +8.5% |
| 6M | -1.2% | -45.8% | +44.6% | -4.7% |
| YTD | -7.6% | -46.9% | +39.3% | -10.9% |
| 1Y | -3.7% | -49.7% | +46.0% | -6.7% |
| All | -3.7% | -50.8% | +47.1% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling