+192.9%
NRG vs ALM
+856.4%
-663.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -2.6% |
| 7D | -0.2% | -7.1% | +6.9% | +0.3% |
| 30D | -6.8% | +24.7% | -31.5% | -8.4% |
| 3M | -7.1% | +8.3% | -15.4% | -8.3% |
| 6M | -27.6% | -22.2% | -5.4% | -27.4% |
| YTD | -29.2% | +88.1% | -117.3% | -32.3% |
| 1Y | -29.9% | +272.4% | -302.2% | -35.6% |
| 3Y | +198.7% | +2,004.1% | -1,805.5% | +147.8% |
| 5Y | +192.9% | +915.8% | -722.9% | +152.1% |
| All | +192.9% | +856.4% | -663.5% | +152.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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