+1,567.2%
NRG vs FE
+257.0%
+1,310.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.8% |
| 7D | +7.1% | +1.9% | +5.2% | +5.8% |
| 30D | -1.4% | -1.2% | -0.3% | -0.7% |
| 3M | -10.5% | +3.5% | -13.9% | -12.7% |
| 6M | -26.7% | -6.1% | -20.7% | -24.0% |
| YTD | -24.5% | +7.6% | -32.1% | -28.1% |
| 1Y | -18.6% | +11.9% | -30.5% | -24.6% |
| 3Y | +227.1% | +48.4% | +178.7% | +144.0% |
| 5Y | +198.8% | +44.8% | +154.0% | +123.9% |
| 10Y | +1,122.3% | +115.9% | +1,006.4% | +515.0% |
| All | +1,567.2% | +257.0% | +1,310.2% | +688.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling