-49.7%
NRG vs EXPD
+53.8%
-103.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.2% | -10.3% | -13.8% |
| 7D | -13.7% | +0.3% | -14.0% | -13.6% |
| 30D | -13.6% | +1.8% | -15.4% | -13.2% |
| 3M | -28.5% | +8.9% | -37.4% | -27.4% |
| 6M | -45.8% | +42.2% | -88.0% | -44.2% |
| YTD | -46.9% | +33.4% | -80.3% | -46.8% |
| 1Y | -49.7% | +47.2% | -96.9% | -50.1% |
| All | -49.7% | +53.8% | -103.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 1y: compounded portfolio wealth divided by compounded EXPD 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…
1y analysis · Full analysis span regression · 6 months rolling