-49.7%
NRG vs BBWI
+2.4%
-52.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -14.0% |
| 7D | -13.7% | +8.8% | -22.5% | -14.7% |
| 30D | -13.6% | +34.8% | -48.4% | -17.3% |
| 3M | -28.5% | +12.9% | -41.4% | -30.1% |
| 6M | -45.8% | +29.6% | -75.4% | -48.3% |
| YTD | -46.9% | +20.8% | -67.7% | -48.6% |
| 1Y | -49.7% | +4.1% | -53.8% | -50.3% |
| All | -49.7% | +2.4% | -52.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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