-18.6%
NRG vs FANG
+43.7%
-62.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.3% | +6.4% |
| 7D | +7.1% | +0.8% | +6.3% | +7.1% |
| 30D | -1.4% | +7.6% | -9.0% | -1.5% |
| 3M | -10.5% | -1.3% | -9.2% | -10.4% |
| 6M | -26.7% | +14.7% | -41.4% | -26.8% |
| YTD | -24.5% | +34.8% | -59.3% | -25.3% |
| 1Y | -18.6% | +42.9% | -61.5% | -20.3% |
| All | -18.6% | +43.7% | -62.3% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling