+1,065.2%
NRG vs FANG
+182.5%
+882.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | +2.9% | -7.6% | -5.3% |
| 30D | -6.0% | +2.6% | -8.6% | -6.7% |
| 3M | -8.0% | +7.6% | -15.5% | -9.8% |
| 6M | -23.2% | +17.3% | -40.5% | -26.8% |
| YTD | -28.1% | +38.7% | -66.7% | -34.4% |
| 1Y | -27.3% | +51.6% | -78.9% | -35.3% |
| 3Y | +208.7% | +50.0% | +158.7% | +172.7% |
| 5Y | +197.7% | +237.6% | -39.9% | +112.7% |
| All | +1,065.2% | +182.5% | +882.7% | +572.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling