-47.3%
NRG vs BRKR
+53.7%
-101.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +5.6% | +4.0% | +8.6% |
| 7D | -7.6% | +7.4% | -15.1% | -9.1% |
| 30D | -18.3% | +2.7% | -21.0% | -18.9% |
| 3M | -25.5% | +19.7% | -45.1% | -29.3% |
| 6M | -40.9% | +45.2% | -86.1% | -43.4% |
| YTD | -43.7% | +30.6% | -74.3% | -46.4% |
| 1Y | -47.3% | +56.6% | -104.0% | -50.6% |
| All | -47.3% | +53.7% | -101.0% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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