+1,516.1%
NRG vs BEN
+340.1%
+1,176.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.0% | -2.9% |
| 7D | +3.9% | +3.4% | +0.5% | +2.5% |
| 30D | -3.0% | +1.8% | -4.8% | -3.7% |
| 3M | -10.9% | +8.4% | -19.3% | -14.1% |
| 6M | -25.3% | +35.6% | -60.9% | -34.9% |
| YTD | -26.8% | +46.4% | -73.2% | -38.6% |
| 1Y | -23.3% | +46.3% | -69.6% | -35.8% |
| 3Y | +208.6% | +54.6% | +154.0% | +143.8% |
| 5Y | +194.1% | +39.4% | +154.7% | +135.4% |
| 10Y | +1,123.6% | +57.6% | +1,066.0% | +742.9% |
| All | +1,516.1% | +340.1% | +1,176.0% | +629.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling