-18.6%
NRG vs FFIV
+25.9%
-44.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +7.1% | -1.0% | +8.1% | +7.2% |
| 30D | -1.4% | -5.1% | +3.7% | -1.1% |
| 3M | -10.5% | -4.5% | -6.0% | -10.2% |
| 6M | -26.7% | +36.5% | -63.2% | -29.3% |
| YTD | -24.5% | +53.0% | -77.5% | -28.4% |
| 1Y | -18.6% | +24.2% | -42.8% | -19.2% |
| All | -18.6% | +25.9% | -44.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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