+208.7%
NRG vs EXEL
+154.7%
+53.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | -4.7% | -4.9% | +0.2% | -4.2% |
| 30D | -6.0% | +11.4% | -17.4% | -7.0% |
| 3M | -8.0% | +4.9% | -12.8% | -8.6% |
| 6M | -23.2% | +34.4% | -57.6% | -25.8% |
| YTD | -28.1% | +28.0% | -56.1% | -30.2% |
| 1Y | -27.3% | +43.6% | -70.9% | -30.4% |
| 3Y | +208.7% | +155.2% | +53.4% | +179.6% |
| All | +208.7% | +154.7% | +53.9% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling