+1,046.6%
NRG vs ACWI
+230.9%
+815.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.3% |
| 7D | -0.2% | -1.9% | +1.8% | +2.1% |
| 30D | -6.8% | -1.3% | -5.5% | -5.3% |
| 3M | -7.1% | +5.0% | -12.1% | -12.1% |
| 6M | -27.6% | +11.7% | -39.3% | -35.8% |
| YTD | -29.2% | +13.0% | -42.2% | -37.8% |
| 1Y | -29.9% | +19.2% | -49.1% | -41.7% |
| 3Y | +198.7% | +75.0% | +123.6% | +71.4% |
| 5Y | +192.9% | +67.1% | +125.8% | +74.7% |
| All | +1,046.6% | +230.9% | +815.7% | +168.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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