-27.6%
NRG vs BTSG
+37.1%
-64.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.6% | +3.4% | -1.9% |
| 7D | -0.2% | -5.8% | +5.6% | +1.0% |
| 30D | -6.8% | 0.0% | -6.8% | -6.7% |
| 3M | -7.1% | -4.5% | -2.7% | -9.5% |
| 6M | -27.6% | +40.0% | -67.6% | -40.0% |
| All | -27.6% | +37.1% | -64.6% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 6mo: compounded portfolio wealth divided by compounded BTSG 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…
6mo analysis · Full analysis span regression · 6 months rolling