+1,575.9%
NRG vs FDS
+1,204.0%
+371.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +2.0% |
| 7D | +9.3% | -5.4% | +14.6% | +11.2% |
| 30D | +1.3% | +1.6% | -0.3% | +0.3% |
| 3M | -6.0% | +17.7% | -23.7% | -13.5% |
| 6M | -22.0% | +29.1% | -51.0% | -32.1% |
| YTD | -24.1% | +1.0% | -25.1% | -28.4% |
| 1Y | -18.0% | -21.6% | +3.6% | -15.4% |
| 3Y | +220.0% | -30.1% | +250.1% | +240.2% |
| 5Y | +201.1% | -20.7% | +221.9% | +198.1% |
| 10Y | +1,085.1% | +78.3% | +1,006.8% | +704.8% |
| All | +1,575.9% | +1,204.0% | +371.9% | +484.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling