+1,065.2%
NRG vs AR
+41.9%
+1,023.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +1.9% |
| 7D | -4.7% | -2.5% | -2.2% | -4.3% |
| 30D | -6.0% | +2.5% | -8.5% | -6.4% |
| 3M | -8.0% | +12.3% | -20.3% | -9.7% |
| 6M | -23.2% | -3.1% | -20.0% | -23.2% |
| YTD | -28.1% | +11.5% | -39.6% | -29.9% |
| 1Y | -27.3% | +17.0% | -44.3% | -29.9% |
| 3Y | +208.7% | +47.3% | +161.4% | +187.4% |
| 5Y | +197.7% | +141.2% | +56.4% | +155.9% |
| All | +1,065.2% | +41.9% | +1,023.3% | +1,165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling