+192.9%
NRG vs FDS
-28.1%
+221.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.6% | -2.9% |
| 7D | -0.2% | -16.0% | +15.8% | +0.6% |
| 30D | -6.8% | -6.7% | -0.1% | -6.6% |
| 3M | -7.1% | +6.0% | -13.1% | -8.1% |
| 6M | -27.6% | +25.1% | -52.7% | -30.6% |
| YTD | -29.2% | -8.1% | -21.1% | -28.1% |
| 1Y | -29.9% | -26.0% | -3.9% | -24.4% |
| 3Y | +198.7% | -36.4% | +235.1% | +231.5% |
| 5Y | +192.9% | -27.7% | +220.6% | +230.1% |
| All | +192.9% | -28.1% | +221.0% | +230.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling