+1,489.3%
NRG vs BRKR
+1,017.7%
+471.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -4.7% | -8.7% | +4.0% | -2.9% |
| 30D | -6.0% | -9.9% | +3.9% | -4.1% |
| 3M | -8.0% | -3.1% | -4.9% | -7.5% |
| 6M | -23.2% | +45.5% | -68.7% | -29.4% |
| YTD | -28.1% | +13.7% | -41.7% | -31.0% |
| 1Y | -27.3% | +67.4% | -94.7% | -35.9% |
| 3Y | +208.7% | -13.2% | +221.9% | +200.1% |
| 5Y | +197.7% | -39.5% | +237.1% | +205.4% |
| 10Y | +1,103.3% | +153.5% | +949.9% | +817.2% |
| All | +1,489.3% | +1,017.7% | +471.6% | +757.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling