+1,489.3%
NRG vs BTI
+1,358.7%
+130.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | -4.7% | -0.2% | -4.5% | -4.6% |
| 30D | -6.0% | -1.1% | -4.9% | -5.7% |
| 3M | -8.0% | -8.8% | +0.8% | -5.2% |
| 6M | -23.2% | -4.0% | -19.2% | -22.9% |
| YTD | -28.1% | +0.4% | -28.4% | -29.1% |
| 1Y | -27.3% | +1.9% | -29.2% | -29.0% |
| 3Y | +208.7% | +108.5% | +100.1% | +114.8% |
| 5Y | +197.7% | +118.5% | +79.1% | +99.1% |
| 10Y | +1,103.3% | +75.1% | +1,028.2% | +744.6% |
| All | +1,489.3% | +1,358.7% | +130.7% | +474.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling