+28,053.7%
FIX vs NRG
+1,284.9%
+26,768.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +9.4% | +10.0% | -0.5% | +5.8% |
| 30D | -27.8% | -3.2% | -24.5% | -26.4% |
| 3M | -35.6% | -18.5% | -17.0% | -30.4% |
| 6M | -45.2% | -25.3% | -19.9% | -39.2% |
| YTD | +19.5% | -38.1% | +57.6% | +41.5% |
| 1Y | +24.2% | -40.7% | +64.9% | +49.6% |
| 3Y | +494.2% | +121.8% | +372.4% | +368.8% |
| 5Y | +1,036.1% | +209.2% | +826.9% | +698.2% |
| 10Y | +3,599.0% | +981.4% | +2,617.6% | +1,668.3% |
| All | +28,053.7% | +1,284.9% | +26,768.8% | +13,629.4% |
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