+280.9%
NEM vs NRG
+1,510.3%
-1,229.4%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.2% |
| 7D | -1.0% | -4.7% | +3.7% | 0.0% |
| 30D | +7.8% | -6.0% | +13.8% | +9.2% |
| 3M | +30.2% | -8.0% | +38.2% | +31.7% |
| 6M | +9.6% | -23.2% | +32.8% | +15.1% |
| YTD | +27.8% | -28.1% | +55.9% | +35.9% |
| 1Y | +60.7% | -27.3% | +88.0% | +69.9% |
| 3Y | +245.3% | +208.7% | +36.6% | +152.1% |
| 5Y | +155.3% | +197.7% | -42.3% | +83.9% |
| 10Y | +313.2% | +1,103.3% | -790.2% | +90.0% |
| All | +280.9% | +1,510.3% | -1,229.4% | +85.0% |
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