+1,065.2%
NRG vs BTG
+159.3%
+905.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.6% |
| 7D | -4.7% | -3.8% | -0.9% | -4.3% |
| 30D | -6.0% | +3.6% | -9.6% | -6.4% |
| 3M | -8.0% | +32.0% | -40.0% | -11.3% |
| 6M | -23.2% | +3.4% | -26.5% | -24.2% |
| YTD | -28.1% | +20.8% | -48.8% | -30.4% |
| 1Y | -27.3% | +22.4% | -49.7% | -30.0% |
| 3Y | +208.7% | +91.7% | +116.9% | +179.0% |
| 5Y | +197.7% | +79.0% | +118.7% | +168.0% |
| All | +1,065.2% | +159.3% | +905.9% | +878.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling