+29.0%
NRG vs ADVB
-89.4%
+118.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.3% | +1.8% | -3.4% |
| 7D | +3.9% | -13.0% | +16.9% | +4.2% |
| 30D | -3.0% | +7.5% | -10.4% | -3.3% |
| 3M | -10.9% | +129.1% | -140.0% | -13.2% |
| 6M | -25.3% | +71.7% | -97.0% | -27.1% |
| YTD | -26.8% | +45.5% | -72.4% | -28.4% |
| 1Y | -23.3% | -2.7% | -20.5% | -24.6% |
| All | +29.0% | -89.4% | +118.4% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling