-18.6%
NRG vs EXE
+3.1%
-21.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.5% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | -1.4% | +8.5% | -9.9% | -1.8% |
| 3M | -10.5% | +5.5% | -15.9% | -10.7% |
| 6M | -26.7% | -5.9% | -20.8% | -26.7% |
| YTD | -24.5% | -9.7% | -14.8% | -24.1% |
| 1Y | -18.6% | +3.6% | -22.1% | -16.5% |
| All | -18.6% | +3.1% | -21.6% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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