+1,123.6%
NRG vs EXPD
+316.4%
+807.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.3% | -4.8% | -4.0% |
| 7D | +3.9% | +1.2% | +2.7% | +3.4% |
| 30D | -3.0% | +5.2% | -8.2% | -4.7% |
| 3M | -10.9% | +13.2% | -24.1% | -15.2% |
| 6M | -25.3% | +30.3% | -55.6% | -32.8% |
| YTD | -26.8% | +27.0% | -53.9% | -34.3% |
| 1Y | -23.3% | +57.3% | -80.6% | -37.3% |
| 3Y | +208.6% | +70.0% | +138.6% | +139.1% |
| 5Y | +194.1% | +61.6% | +132.5% | +127.2% |
| 10Y | +1,123.6% | +321.1% | +802.5% | +570.8% |
| All | +1,123.6% | +316.4% | +807.2% | +570.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling