+1,065.2%
NRG vs BBY
+252.7%
+812.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.1% | -1.5% | +0.8% |
| 7D | -4.7% | +0.6% | -5.3% | -4.8% |
| 30D | -6.0% | +9.4% | -15.4% | -8.1% |
| 3M | -8.0% | +19.3% | -27.3% | -12.5% |
| 6M | -23.2% | +47.9% | -71.1% | -31.6% |
| YTD | -28.1% | +39.6% | -67.6% | -35.3% |
| 1Y | -27.3% | +22.2% | -49.4% | -32.2% |
| 3Y | +208.7% | +45.0% | +163.7% | +166.6% |
| 5Y | +197.7% | +2.6% | +195.1% | +171.6% |
| All | +1,065.2% | +252.7% | +812.5% | +737.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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