+327.1%
NET vs NRG
+227.2%
+99.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +6.4% | -8.4% | -3.6% |
| 7D | -7.0% | +7.1% | -14.1% | -8.7% |
| 30D | -4.8% | -1.4% | -3.4% | -4.7% |
| 3M | +3.8% | -10.5% | +14.3% | +5.1% |
| 6M | +50.0% | -26.7% | +76.8% | +59.8% |
| YTD | +41.5% | -24.5% | +66.0% | +48.4% |
| 1Y | +32.8% | -18.6% | +51.4% | +35.5% |
| All | +327.1% | +227.2% | +99.8% | +191.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling