+6,182.4%
FIX vs NRG
+1,065.0%
+5,117.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | 0.0% |
| 7D | +0.7% | -0.2% | +0.8% | +0.7% |
| 30D | -5.7% | -6.8% | +1.1% | -2.9% |
| 3M | -7.4% | -7.1% | -0.3% | -5.0% |
| 6M | +15.1% | -27.6% | +42.6% | +31.4% |
| YTD | +70.7% | -29.2% | +99.9% | +97.0% |
| 1Y | +111.9% | -29.9% | +141.8% | +146.5% |
| 3Y | +759.5% | +198.7% | +560.9% | +463.3% |
| 5Y | +2,164.4% | +192.9% | +1,971.5% | +1,358.6% |
| All | +6,182.4% | +1,065.0% | +5,117.3% | +3,022.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling