+1,280.3%
NRG vs EXPD
+1,174.4%
+105.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | +21.7% | +3.6% | +18.1% | +20.1% |
| 30D | -8.1% | +0.3% | -8.3% | -8.1% |
| 3M | -18.3% | +6.1% | -24.4% | -20.2% |
| 6M | -28.0% | +27.4% | -55.4% | -35.0% |
| YTD | -37.5% | +32.0% | -69.5% | -45.2% |
| 1Y | -41.1% | +40.5% | -81.6% | -49.6% |
| 3Y | +126.6% | +75.7% | +50.9% | +73.5% |
| 5Y | +212.3% | +61.7% | +150.5% | +142.4% |
| 10Y | +992.0% | +336.8% | +655.2% | +455.4% |
| All | +1,280.3% | +1,174.4% | +105.9% | +425.9% |
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