+193.5%
NRG vs FANG
+232.6%
-39.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | +2.9% | -7.6% | -5.4% |
| 30D | -6.0% | +2.6% | -8.6% | -6.7% |
| 3M | -8.0% | +7.6% | -15.5% | -9.9% |
| 6M | -23.2% | +17.3% | -40.5% | -27.3% |
| YTD | -28.1% | +38.7% | -66.7% | -35.3% |
| 1Y | -27.3% | +51.6% | -78.9% | -36.6% |
| 3Y | +208.7% | +50.0% | +158.7% | +167.2% |
| All | +193.5% | +232.6% | -39.1% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling