-27.3%
NRG vs BEN
+45.3%
-72.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.6% |
| 7D | -4.7% | -3.1% | -1.6% | -3.9% |
| 30D | -6.0% | +0.2% | -6.1% | -5.9% |
| 3M | -8.0% | +6.8% | -14.8% | -9.6% |
| 6M | -23.2% | +38.1% | -61.3% | -28.6% |
| YTD | -28.1% | +44.3% | -72.4% | -34.0% |
| 1Y | -27.3% | +42.6% | -69.8% | -33.6% |
| All | -27.3% | +45.3% | -72.6% | -33.6% |
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