+1,516.1%
NRG vs BN
+2,937.0%
-1,420.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.5% |
| 7D | +3.9% | -3.0% | +6.8% | +5.5% |
| 30D | -3.0% | -13.0% | +10.0% | +4.5% |
| 3M | -10.9% | -15.2% | +4.3% | -3.1% |
| 6M | -25.3% | -5.9% | -19.4% | -23.3% |
| YTD | -26.8% | -15.8% | -11.1% | -20.7% |
| 1Y | -23.3% | -12.2% | -11.1% | -18.9% |
| 3Y | +208.6% | +72.2% | +136.4% | +124.3% |
| 5Y | +194.1% | +33.2% | +160.9% | +136.7% |
| 10Y | +1,123.6% | +264.7% | +858.9% | +436.2% |
| All | +1,516.1% | +2,937.0% | -1,420.9% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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