+323.8%
NRG vs BR
+1,278.7%
-955.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.8% |
| 7D | -4.7% | -3.0% | -1.7% | -3.4% |
| 30D | -6.0% | -0.3% | -5.7% | -6.2% |
| 3M | -8.0% | +17.3% | -25.2% | -16.3% |
| 6M | -23.2% | -6.7% | -16.5% | -22.9% |
| YTD | -28.1% | -23.4% | -4.6% | -21.3% |
| 1Y | -27.3% | -32.7% | +5.4% | -15.5% |
| 3Y | +208.7% | -5.9% | +214.6% | +197.9% |
| 5Y | +197.7% | +8.4% | +189.2% | +161.1% |
| 10Y | +1,103.3% | +189.2% | +914.1% | +507.5% |
| All | +323.8% | +1,278.7% | -955.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling