+193.5%
NRG vs EXEL
+180.6%
+12.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | -4.7% | -4.9% | +0.2% | -4.0% |
| 30D | -6.0% | +11.4% | -17.4% | -7.4% |
| 3M | -8.0% | +4.9% | -12.8% | -8.8% |
| 6M | -23.2% | +34.4% | -57.6% | -26.8% |
| YTD | -28.1% | +28.0% | -56.1% | -31.0% |
| 1Y | -27.3% | +43.6% | -70.9% | -31.7% |
| 3Y | +208.7% | +155.2% | +53.4% | +157.5% |
| All | +193.5% | +180.6% | +12.9% | +124.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling