-49.7%
NRG vs FDS
+31.1%
-80.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.9% | -16.4% | -12.7% |
| 7D | -13.7% | +9.4% | -23.2% | -11.5% |
| 30D | -13.6% | +23.8% | -37.4% | -8.5% |
| 3M | -28.5% | +25.1% | -53.7% | -23.8% |
| 6M | -45.8% | +53.8% | -99.6% | -38.7% |
| YTD | -46.9% | +19.6% | -66.5% | -46.4% |
| 1Y | -49.7% | +31.6% | -81.4% | -45.8% |
| All | -49.7% | +31.1% | -80.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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