-27.3%
NRG vs A
+18.0%
-45.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.0% | +1.0% |
| 7D | -4.7% | -2.6% | -2.1% | -4.1% |
| 30D | -6.0% | -0.9% | -5.1% | -5.8% |
| 3M | -8.0% | +13.6% | -21.6% | -10.4% |
| 6M | -23.2% | +27.8% | -51.0% | -27.0% |
| YTD | -28.1% | +8.6% | -36.7% | -29.9% |
| 1Y | -27.3% | +16.9% | -44.1% | -28.0% |
| All | -27.3% | +18.0% | -45.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling