+208.7%
NRG vs EXE
+15.6%
+193.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +2.3% |
| 7D | -4.7% | -3.1% | -1.5% | -3.7% |
| 30D | -6.0% | -0.9% | -5.1% | -5.8% |
| 3M | -8.0% | +9.6% | -17.5% | -10.8% |
| 6M | -23.2% | -11.6% | -11.5% | -20.4% |
| YTD | -28.1% | -12.6% | -15.5% | -25.5% |
| 1Y | -27.3% | +1.2% | -28.4% | -30.3% |
| 3Y | +208.7% | +18.0% | +190.6% | +182.6% |
| All | +208.7% | +15.6% | +193.0% | +182.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling