+210.6%
NRG vs EXE
+187.5%
+23.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -3.2% |
| 7D | +3.9% | -2.7% | +6.6% | +4.5% |
| 30D | -3.0% | -0.4% | -2.6% | -2.9% |
| 3M | -10.9% | +9.5% | -20.4% | -12.9% |
| 6M | -25.3% | -9.3% | -15.9% | -23.9% |
| YTD | -26.8% | -10.9% | -15.9% | -25.4% |
| 1Y | -23.3% | +4.3% | -27.6% | -25.3% |
| 3Y | +208.6% | +18.8% | +189.8% | +192.3% |
| 5Y | +194.1% | +101.4% | +92.7% | +158.0% |
| All | +210.6% | +187.5% | +23.0% | +168.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling