+40,617.4%
FIX vs NRG
+1,589.2%
+39,028.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | -0.4% |
| 7D | +6.0% | +7.1% | -1.1% | +3.4% |
| 30D | -7.2% | -1.4% | -5.8% | -6.9% |
| 3M | -15.9% | -10.5% | -5.4% | -12.8% |
| 6M | +12.7% | -26.7% | +39.5% | +24.9% |
| YTD | +72.8% | -24.5% | +97.3% | +89.6% |
| 1Y | +122.9% | -18.6% | +141.5% | +139.1% |
| 3Y | +774.3% | +227.1% | +547.2% | +502.5% |
| 5Y | +2,049.5% | +198.8% | +1,850.7% | +1,394.2% |
| 10Y | +5,821.5% | +1,122.3% | +4,699.2% | +2,555.4% |
| All | +40,617.4% | +1,589.2% | +39,028.2% | +18,293.2% |
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 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