+203.7%
NRG vs FDS
-36.6%
+240.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.6% | -3.8% |
| 7D | -0.2% | -16.0% | +15.8% | -2.0% |
| 30D | -6.8% | -6.7% | -0.1% | -7.4% |
| 3M | -7.1% | +6.0% | -13.1% | -6.5% |
| 6M | -27.6% | +25.1% | -52.7% | -27.2% |
| YTD | -29.2% | -8.1% | -21.1% | -27.8% |
| 1Y | -29.9% | -26.0% | -3.9% | -25.6% |
| All | +203.7% | -36.6% | +240.4% | +222.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling