+1,065.2%
NRG vs FDS
+64.8%
+1,000.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.9% |
| 7D | -4.7% | -14.0% | +9.3% | -0.8% |
| 30D | -6.0% | -6.2% | +0.3% | -4.7% |
| 3M | -8.0% | +10.2% | -18.1% | -12.4% |
| 6M | -23.2% | +27.4% | -50.6% | -31.9% |
| YTD | -28.1% | -9.3% | -18.8% | -28.4% |
| 1Y | -27.3% | -28.6% | +1.4% | -20.8% |
| 3Y | +208.7% | -36.8% | +245.5% | +246.4% |
| 5Y | +197.7% | -28.6% | +226.3% | +207.5% |
| All | +1,065.2% | +64.8% | +1,000.4% | +642.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling