-29.9%
NRG vs FE
+11.5%
-41.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | -0.2% | -1.7% | +1.5% | +0.6% |
| 30D | -6.8% | -1.3% | -5.5% | -6.2% |
| 3M | -7.1% | +0.6% | -7.7% | -7.8% |
| 6M | -27.6% | -6.8% | -20.7% | -25.3% |
| YTD | -29.2% | +6.4% | -35.6% | -28.9% |
| 1Y | -29.9% | +11.3% | -41.1% | -28.8% |
| All | -29.9% | +11.5% | -41.4% | -28.8% |
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