+1,065.2%
NRG vs EXEL
+375.2%
+690.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.0% |
| 7D | -4.7% | -4.9% | +0.2% | -3.9% |
| 30D | -6.0% | +11.4% | -17.4% | -7.7% |
| 3M | -8.0% | +4.9% | -12.8% | -9.0% |
| 6M | -23.2% | +34.4% | -57.6% | -27.5% |
| YTD | -28.1% | +28.0% | -56.1% | -31.6% |
| 1Y | -27.3% | +43.6% | -70.9% | -32.5% |
| 3Y | +208.7% | +155.2% | +53.4% | +151.6% |
| 5Y | +197.7% | +181.2% | +16.5% | +133.9% |
| All | +1,065.2% | +375.2% | +690.0% | +642.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling