+1,065.2%
NRG vs BBWI
-55.0%
+1,120.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.4% | -4.8% | +0.4% |
| 7D | -4.7% | -4.8% | +0.1% | -3.8% |
| 30D | -6.0% | +3.5% | -9.4% | -6.8% |
| 3M | -8.0% | -0.3% | -7.6% | -8.5% |
| 6M | -23.2% | -5.4% | -17.8% | -23.6% |
| YTD | -28.1% | -4.7% | -23.3% | -28.8% |
| 1Y | -27.3% | -30.5% | +3.2% | -24.3% |
| 3Y | +208.7% | -44.3% | +253.0% | +225.3% |
| 5Y | +197.7% | -66.9% | +264.5% | +232.0% |
| All | +1,065.2% | -55.0% | +1,120.1% | +860.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling