+784.7%
FIX vs NRG
+220.0%
+564.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +6.1% | +9.3% | -3.2% | +0.4% |
| 30D | -2.7% | +1.3% | -3.9% | -3.8% |
| 3M | -10.9% | -6.0% | -5.0% | -8.8% |
| 6M | +29.0% | -22.0% | +51.0% | +46.3% |
| YTD | +76.9% | -24.1% | +101.0% | +103.8% |
| 1Y | +130.7% | -18.0% | +148.8% | +154.7% |
| All | +784.7% | +220.0% | +564.7% | +376.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling