-49.7%
NRG vs BEN
+56.2%
-106.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.7% | -18.2% | -14.3% |
| 7D | -13.7% | +6.7% | -20.5% | -15.0% |
| 30D | -13.6% | +3.0% | -16.6% | -14.2% |
| 3M | -28.5% | -4.3% | -24.2% | -28.0% |
| 6M | -45.8% | +16.4% | -62.1% | -47.3% |
| YTD | -46.9% | +46.8% | -93.7% | -50.5% |
| 1Y | -49.7% | +57.3% | -107.1% | -53.7% |
| All | -49.7% | +56.2% | -106.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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