-49.7%
NRG vs BTG
+24.4%
-74.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +8.7% | -22.2% | -15.0% |
| 7D | -13.7% | -0.2% | -13.5% | -13.8% |
| 30D | -13.6% | -0.8% | -12.8% | -13.5% |
| 3M | -28.5% | +31.8% | -60.4% | -32.9% |
| 6M | -45.8% | +20.4% | -66.2% | -48.7% |
| YTD | -46.9% | +14.7% | -61.7% | -50.3% |
| 1Y | -49.7% | +29.4% | -79.1% | -55.4% |
| All | -49.7% | +24.4% | -74.1% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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