+121.8%
NRG vs EXPD
+75.3%
+46.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +10.0% | +5.5% | +4.5% | +9.2% |
| 30D | -3.2% | -0.8% | -2.4% | -3.0% |
| 3M | -18.5% | +4.1% | -22.7% | -18.8% |
| 6M | -25.3% | +25.7% | -51.0% | -28.1% |
| YTD | -38.1% | +31.4% | -69.5% | -41.7% |
| 1Y | -40.7% | +42.2% | -82.9% | -45.5% |
| 3Y | +121.8% | +77.2% | +44.6% | +73.4% |
| All | +121.8% | +75.3% | +46.5% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling