+1,516.1%
NRG vs BAX
+143.9%
+1,372.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.9% |
| 7D | +3.9% | -5.1% | +9.0% | +5.9% |
| 30D | -3.0% | -12.2% | +9.2% | +1.9% |
| 3M | -10.9% | +21.8% | -32.7% | -18.3% |
| 6M | -25.3% | +36.3% | -61.6% | -34.7% |
| YTD | -26.8% | +27.8% | -54.6% | -35.4% |
| 1Y | -23.3% | -0.1% | -23.2% | -26.1% |
| 3Y | +208.6% | -33.3% | +241.9% | +231.5% |
| 5Y | +194.1% | -67.1% | +261.2% | +330.1% |
| 10Y | +1,123.6% | -36.9% | +1,160.5% | +1,100.3% |
| All | +1,516.1% | +143.9% | +1,372.2% | +843.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling