+203.7%
NRG vs EXPE
+153.4%
+50.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | -0.2% | -8.7% | +8.5% | +1.3% |
| 30D | -6.8% | -13.6% | +6.8% | -4.6% |
| 3M | -7.1% | +26.6% | -33.8% | -12.5% |
| 6M | -27.6% | +19.9% | -47.5% | -31.3% |
| YTD | -29.2% | -1.7% | -27.5% | -30.4% |
| 1Y | -29.9% | +29.4% | -59.3% | -36.7% |
| All | +203.7% | +153.4% | +50.3% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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