+1,065.2%
NRG vs BG
+166.7%
+898.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.1% |
| 7D | -4.7% | +3.1% | -7.8% | -5.5% |
| 30D | -6.0% | +10.2% | -16.2% | -8.6% |
| 3M | -8.0% | -1.7% | -6.3% | -8.0% |
| 6M | -23.2% | +1.0% | -24.1% | -24.1% |
| YTD | -28.1% | +39.9% | -68.0% | -35.2% |
| 1Y | -27.3% | +53.2% | -80.5% | -36.5% |
| 3Y | +208.7% | +16.3% | +192.4% | +186.4% |
| 5Y | +197.7% | +83.9% | +113.8% | +134.2% |
| All | +1,065.2% | +166.7% | +898.5% | +651.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling