+1,065.2%
NRG vs BNY
+416.3%
+648.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | -1.3% | -3.3% | -4.0% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -8.0% | +14.9% | -22.9% | -14.4% |
| 6M | -23.2% | +40.0% | -63.1% | -35.4% |
| YTD | -28.1% | +42.0% | -70.0% | -40.2% |
| 1Y | -27.3% | +56.9% | -84.1% | -42.5% |
| 3Y | +208.7% | +289.9% | -81.2% | +55.9% |
| 5Y | +197.7% | +259.2% | -61.5% | +52.3% |
| All | +1,065.2% | +416.3% | +648.9% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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