+1,266.9%
NRG vs FE
+262.3%
+1,004.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.7% |
| 7D | +10.0% | +1.2% | +8.8% | +9.1% |
| 30D | -3.2% | +4.5% | -7.8% | -6.0% |
| 3M | -18.5% | +1.3% | -19.9% | -19.2% |
| 6M | -25.3% | +8.7% | -33.9% | -29.4% |
| YTD | -38.1% | +9.2% | -47.3% | -41.6% |
| 1Y | -40.7% | +7.0% | -47.7% | -43.4% |
| 3Y | +121.8% | +51.4% | +70.4% | +63.4% |
| 5Y | +209.2% | +47.7% | +161.5% | +129.0% |
| 10Y | +981.4% | +125.0% | +856.4% | +426.8% |
| All | +1,266.9% | +262.3% | +1,004.6% | +540.2% |
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