-18.6%
NRG vs FE
+11.4%
-30.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.7% |
| 7D | +7.1% | +1.9% | +5.2% | +6.1% |
| 30D | -1.4% | -1.2% | -0.3% | -0.9% |
| 3M | -10.5% | +3.5% | -13.9% | -12.5% |
| 6M | -26.7% | -6.1% | -20.7% | -24.8% |
| YTD | -24.5% | +7.6% | -32.1% | -24.4% |
| 1Y | -18.6% | +11.9% | -30.5% | -16.1% |
| All | -18.6% | +11.4% | -30.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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