+193.5%
NRG vs EXPE
+92.3%
+101.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.4% |
| 7D | -4.7% | -5.8% | +1.1% | -3.7% |
| 30D | -6.0% | -13.6% | +7.7% | -3.6% |
| 3M | -8.0% | +25.2% | -33.1% | -12.9% |
| 6M | -23.2% | +22.3% | -45.5% | -27.3% |
| YTD | -28.1% | -0.3% | -27.7% | -29.6% |
| 1Y | -27.3% | +27.8% | -55.1% | -33.4% |
| 3Y | +208.7% | +162.4% | +46.2% | +138.4% |
| All | +193.5% | +92.3% | +101.1% | +120.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling