+193.5%
NRG vs BBWI
-67.2%
+260.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.9% |
| 3M | -8.0% | -0.3% | -7.6% | -8.6% |
| 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% | -23.9% |
| 3Y | +208.7% | -44.3% | +253.0% | +228.2% |
| All | +193.5% | -67.2% | +260.7% | +227.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling