-18.6%
NRG vs BG
+50.1%
-68.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.5% |
| 7D | +7.1% | +2.8% | +4.3% | +6.9% |
| 30D | -1.4% | +12.0% | -13.5% | -2.4% |
| 3M | -10.5% | -7.7% | -2.8% | -9.1% |
| 6M | -26.7% | +4.5% | -31.2% | -27.4% |
| YTD | -24.5% | +35.7% | -60.2% | -26.3% |
| 1Y | -18.6% | +50.1% | -68.6% | -20.3% |
| All | -18.6% | +50.1% | -68.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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