+1,567.2%
NRG vs EXPD
+1,129.6%
+437.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.9% | +5.5% | +6.1% |
| 7D | +7.1% | -1.1% | +8.2% | +7.6% |
| 30D | -1.4% | +4.1% | -5.5% | -2.9% |
| 3M | -10.5% | +17.9% | -28.4% | -16.6% |
| 6M | -26.7% | +29.2% | -56.0% | -34.5% |
| YTD | -24.5% | +27.4% | -51.9% | -32.8% |
| 1Y | -18.6% | +56.8% | -75.4% | -33.8% |
| 3Y | +227.1% | +68.0% | +159.1% | +154.7% |
| 5Y | +198.8% | +61.9% | +136.9% | +130.9% |
| 10Y | +1,122.3% | +316.0% | +806.3% | +532.7% |
| All | +1,567.2% | +1,129.6% | +437.6% | +544.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling