+1,258.4%
NET vs NRG
+157.2%
+1,101.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.2% | -5.0% | -7.5% |
| 7D | -21.2% | -17.0% | -4.2% | -17.7% |
| 30D | -31.1% | -21.9% | -9.3% | -27.2% |
| 3M | -16.5% | -32.9% | +16.4% | -9.1% |
| 6M | 0.0% | -48.4% | +48.4% | +15.0% |
| YTD | +24.0% | -48.7% | +72.7% | +41.3% |
| 1Y | +7.0% | -52.8% | +59.8% | +24.6% |
| 3Y | +279.6% | +88.4% | +191.1% | +201.8% |
| 5Y | +24.0% | +152.4% | -128.5% | -6.9% |
| All | +1,258.4% | +157.2% | +1,101.2% | +929.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling