+242.1%
NRG vs ACWI
+340.5%
-98.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.7% |
| 7D | +10.0% | +2.4% | +7.5% | +7.3% |
| 30D | -3.2% | -1.7% | -1.6% | -1.6% |
| 3M | -18.5% | -3.9% | -14.6% | -14.8% |
| 6M | -25.3% | +0.8% | -26.1% | -25.9% |
| YTD | -38.1% | +11.0% | -49.2% | -44.5% |
| 1Y | -40.7% | +13.1% | -53.8% | -47.8% |
| 3Y | +121.8% | +73.9% | +47.9% | +27.3% |
| 5Y | +209.2% | +59.0% | +150.2% | +92.7% |
| 10Y | +981.4% | +224.4% | +757.0% | +213.8% |
| All | +242.1% | +340.5% | -98.4% | -25.6% |
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