+28,448.3%
FIX vs NRG
+1,298.5%
+27,149.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.0% |
| 7D | +17.0% | +21.7% | -4.7% | +8.9% |
| 30D | -30.6% | -8.1% | -22.5% | -28.0% |
| 3M | -35.0% | -18.3% | -16.7% | -29.9% |
| 6M | -44.0% | -28.0% | -16.0% | -37.0% |
| YTD | +21.1% | -37.5% | +58.7% | +43.0% |
| 1Y | +16.3% | -41.1% | +57.3% | +40.3% |
| 3Y | +507.4% | +126.6% | +380.8% | +375.8% |
| 5Y | +1,052.1% | +212.3% | +839.8% | +706.5% |
| 10Y | +3,650.8% | +992.0% | +2,658.9% | +1,686.6% |
| All | +28,448.3% | +1,298.5% | +27,149.8% | +13,771.7% |
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 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