+750.9%
NRG vs EXPE
+770.2%
-19.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +3.9% | -11.5% | +15.4% | +6.7% |
| 30D | -3.0% | -13.1% | +10.1% | 0.0% |
| 3M | -10.9% | +18.1% | -29.1% | -15.4% |
| 6M | -25.3% | +13.3% | -38.5% | -28.7% |
| YTD | -26.8% | -3.2% | -23.6% | -28.5% |
| 1Y | -23.3% | +26.1% | -49.4% | -30.4% |
| 3Y | +208.6% | +151.7% | +56.9% | +130.1% |
| 5Y | +194.1% | +88.3% | +105.8% | +123.9% |
| 10Y | +1,123.6% | +158.0% | +965.6% | +678.9% |
| All | +750.9% | +770.2% | -19.3% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling