+1,381.0%
NET vs NRG
+165.8%
+1,215.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.5% | +10.9% | +0.6% |
| 7D | -16.4% | -13.7% | -2.6% | -13.5% |
| 30D | -25.8% | -13.6% | -12.3% | -23.5% |
| 3M | -11.5% | -28.5% | +17.0% | -5.2% |
| 6M | +18.9% | -45.8% | +64.7% | +35.0% |
| YTD | +35.2% | -46.9% | +82.2% | +52.8% |
| 1Y | +14.5% | -49.7% | +64.2% | +31.0% |
| 3Y | +313.8% | +94.7% | +219.1% | +226.3% |
| 5Y | +32.6% | +166.2% | -133.6% | -1.6% |
| All | +1,381.0% | +165.8% | +1,215.2% | +1,012.8% |
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