+2,166.4%
FIX vs NRG
+190.8%
+1,975.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.5% | -0.1% |
| 7D | +3.5% | +3.9% | -0.3% | +1.3% |
| 30D | -3.5% | -3.0% | -0.5% | -2.2% |
| 3M | -11.8% | -10.9% | -0.9% | -7.0% |
| 6M | +17.8% | -25.3% | +43.1% | +35.4% |
| YTD | +73.3% | -26.8% | +100.1% | +101.4% |
| 1Y | +128.1% | -23.3% | +151.4% | +159.7% |
| 3Y | +772.7% | +208.6% | +564.0% | +422.5% |
| 5Y | +2,166.4% | +194.1% | +1,972.3% | +1,264.7% |
| All | +2,166.4% | +190.8% | +1,975.6% | +1,264.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling