-28.0%
NRG vs EXPD
+27.3%
-55.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.7% |
| 7D | +21.7% | +3.6% | +18.1% | +22.6% |
| 30D | -8.1% | +0.3% | -8.3% | -7.4% |
| 3M | -18.3% | +6.1% | -24.4% | -14.4% |
| 6M | -28.0% | +27.4% | -55.4% | -15.5% |
| All | -28.0% | +27.3% | -55.3% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling