+1,516.1%
NRG vs EXEL
+757.8%
+758.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.7% |
| 7D | +3.9% | -0.3% | +4.2% | +3.9% |
| 30D | -3.0% | +10.1% | -13.1% | -4.4% |
| 3M | -10.9% | +10.1% | -21.0% | -12.4% |
| 6M | -25.3% | +37.7% | -62.9% | -29.1% |
| YTD | -26.8% | +33.1% | -59.9% | -30.3% |
| 1Y | -23.3% | +52.4% | -75.7% | -28.6% |
| 3Y | +208.6% | +163.8% | +44.8% | +160.1% |
| 5Y | +194.1% | +198.5% | -4.4% | +140.3% |
| 10Y | +1,123.6% | +386.9% | +736.7% | +770.6% |
| All | +1,516.1% | +757.8% | +758.3% | +658.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling