-49.7%
NRG vs BTI
+24.7%
-74.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.4% | -16.9% | -13.6% |
| 7D | -13.7% | +5.3% | -19.0% | -14.1% |
| 30D | -13.6% | +19.1% | -32.7% | -15.2% |
| 3M | -28.5% | +6.5% | -35.0% | -28.6% |
| 6M | -45.8% | +9.4% | -55.2% | -47.6% |
| YTD | -46.9% | +14.4% | -61.3% | -50.8% |
| 1Y | -49.7% | +23.9% | -73.6% | -52.9% |
| All | -49.7% | +24.7% | -74.4% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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