+208.7%
NRG vs BTDR
+4.4%
+204.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.2% |
| 7D | -4.7% | -3.4% | -1.3% | -4.3% |
| 30D | -6.0% | +32.6% | -38.6% | -9.0% |
| 3M | -8.0% | -32.2% | +24.3% | -5.6% |
| 6M | -23.2% | +52.4% | -75.5% | -27.8% |
| YTD | -28.1% | +6.7% | -34.7% | -30.7% |
| 1Y | -27.3% | -15.2% | -12.0% | -29.2% |
| 3Y | +208.7% | +14.9% | +193.8% | +172.1% |
| All | +208.7% | +4.4% | +204.3% | +172.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling