+208.7%
NRG vs BB
+64.9%
+143.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -4.7% | -0.4% | -4.3% | -4.6% |
| 30D | -6.0% | -12.5% | +6.6% | -4.4% |
| 3M | -8.0% | -17.4% | +9.5% | -6.3% |
| 6M | -23.2% | +119.1% | -142.3% | -33.0% |
| YTD | -28.1% | +102.4% | -130.4% | -36.5% |
| 1Y | -27.3% | +98.2% | -125.5% | -35.7% |
| 3Y | +208.7% | +46.9% | +161.7% | +153.8% |
| All | +208.7% | +64.9% | +143.7% | +153.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 3y: compounded portfolio wealth divided by compounded BB 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…
3y analysis · Full analysis span regression · 6 months rolling