+9.6%
NRG vs ADVB
-97.1%
+106.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.0% | -9.6% | +0.1% |
| 7D | +17.1% | +10.5% | +6.6% | +16.7% |
| 30D | -7.9% | -56.0% | +48.1% | -6.1% |
| 3M | -18.2% | -70.1% | +51.9% | -15.9% |
| 6M | -28.4% | -53.7% | +25.3% | -27.6% |
| YTD | -37.9% | -60.3% | +22.4% | -37.2% |
| 1Y | -39.2% | -73.1% | +33.9% | -37.9% |
| All | +9.6% | -97.1% | +106.7% | +34.3% |
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