+317.2%
NRG vs ACWI
+356.8%
-39.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.5% | +6.5% |
| 7D | +7.1% | +0.5% | +6.6% | +6.5% |
| 30D | -1.4% | +0.9% | -2.3% | -2.3% |
| 3M | -10.5% | +2.4% | -12.9% | -12.8% |
| 6M | -26.7% | +12.4% | -39.1% | -35.3% |
| YTD | -24.5% | +15.2% | -39.7% | -34.9% |
| 1Y | -18.6% | +22.7% | -41.3% | -34.2% |
| 3Y | +227.1% | +75.8% | +151.4% | +85.4% |
| 5Y | +198.8% | +67.7% | +131.0% | +75.8% |
| 10Y | +1,122.3% | +229.0% | +893.3% | +250.9% |
| All | +317.2% | +356.8% | -39.6% | -12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling