+207.7%
NRG vs BTDR
+15.3%
+192.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.5% | +3.3% | -2.7% |
| 7D | -0.2% | -3.2% | +3.0% | +0.1% |
| 30D | -6.8% | +32.7% | -39.5% | -9.3% |
| 3M | -7.1% | -28.4% | +21.3% | -5.6% |
| 6M | -27.6% | +51.7% | -79.3% | -31.1% |
| YTD | -29.2% | +2.9% | -32.1% | -31.1% |
| 1Y | -29.9% | -15.5% | -14.4% | -31.3% |
| 3Y | +198.7% | 0.0% | +198.7% | +179.7% |
| 5Y | +192.9% | +16.5% | +176.5% | +173.6% |
| All | +207.7% | +15.3% | +192.4% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling