+514.0%
NOW vs NRG
+971.7%
-457.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.8% |
| 7D | +0.3% | +10.0% | -9.7% | -1.9% |
| 30D | -27.0% | -3.2% | -23.7% | -26.9% |
| 3M | -19.6% | -18.5% | -1.1% | -16.9% |
| 6M | +17.5% | -25.3% | +42.8% | +21.2% |
| YTD | -33.3% | -38.1% | +4.9% | -29.1% |
| 1Y | -39.8% | -40.7% | +0.9% | -35.5% |
| 3Y | -19.9% | +121.8% | -141.7% | -47.4% |
| 5Y | -26.1% | +209.2% | -235.3% | -56.9% |
| All | +514.0% | +971.7% | -457.7% | +167.2% |
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