-49.7%
NRG vs BR
-14.2%
-35.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.0% | -16.5% | -11.9% |
| 7D | -13.7% | +7.0% | -20.7% | -10.4% |
| 30D | -13.6% | +19.0% | -32.6% | -5.0% |
| 3M | -28.5% | +13.1% | -41.6% | -23.4% |
| 6M | -45.8% | +24.6% | -70.4% | -38.1% |
| YTD | -46.9% | -13.6% | -33.3% | -47.1% |
| 1Y | -49.7% | -13.1% | -36.6% | -49.6% |
| All | -49.7% | -14.2% | -35.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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