+192.9%
NRG vs BUD
+44.8%
+148.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -6.8% | -3.7% | -3.1% | -6.1% |
| 3M | -7.1% | -4.4% | -2.7% | -6.5% |
| 6M | -27.6% | +7.7% | -35.3% | -28.9% |
| YTD | -29.2% | +23.1% | -52.3% | -32.1% |
| 1Y | -29.9% | +33.6% | -63.5% | -33.9% |
| 3Y | +198.7% | +44.7% | +153.9% | +169.8% |
| 5Y | +192.9% | +44.9% | +148.0% | +152.9% |
| All | +192.9% | +44.8% | +148.1% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling