+24.8%
NRG vs ADVB
-88.9%
+113.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -3.3% |
| 7D | -0.2% | -5.9% | +5.7% | 0.0% |
| 30D | -6.8% | +13.9% | -20.7% | -7.2% |
| 3M | -7.1% | +127.3% | -134.5% | -9.5% |
| 6M | -27.6% | +77.0% | -104.6% | -29.4% |
| YTD | -29.2% | +51.5% | -80.7% | -30.8% |
| 1Y | -29.9% | -11.3% | -18.6% | -30.5% |
| All | +24.8% | -88.9% | +113.8% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling