-27.3%
NRG vs BAX
-0.4%
-26.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.9% |
| 7D | -4.7% | -7.9% | +3.2% | -3.4% |
| 30D | -6.0% | -11.7% | +5.7% | -4.1% |
| 3M | -8.0% | +16.2% | -24.2% | -10.6% |
| 6M | -23.2% | +32.0% | -55.1% | -27.6% |
| YTD | -28.1% | +24.7% | -52.8% | -32.3% |
| 1Y | -27.3% | -2.6% | -24.6% | -30.7% |
| All | -27.3% | -0.4% | -26.9% | -30.7% |
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