-18.6%
NRG vs BAX
+9.9%
-28.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.3% |
| 7D | +7.1% | -1.1% | +8.3% | +7.3% |
| 30D | -1.4% | -5.5% | +4.0% | -0.6% |
| 3M | -10.5% | +33.5% | -44.0% | -14.8% |
| 6M | -26.7% | +35.9% | -62.6% | -31.2% |
| YTD | -24.5% | +35.4% | -59.9% | -29.5% |
| 1Y | -18.6% | +9.8% | -28.3% | -23.3% |
| All | -18.6% | +9.9% | -28.5% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 1y: compounded portfolio wealth divided by compounded BAX 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…
1y analysis · Full analysis span regression · 6 months rolling