+33.8%
NRG vs ADVB
-88.8%
+122.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.6% |
| 7D | +9.3% | -14.0% | +23.2% | +9.7% |
| 30D | +1.3% | +41.0% | -39.7% | +0.1% |
| 3M | -6.0% | +127.9% | -133.9% | -8.4% |
| 6M | -22.0% | +101.3% | -123.3% | -24.1% |
| YTD | -24.1% | +53.8% | -77.9% | -25.8% |
| 1Y | -18.0% | +4.4% | -22.4% | -19.6% |
| All | +33.8% | -88.8% | +122.6% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling