+1,575.9%
NRG vs FFIV
+2,882.2%
-1,306.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.3% | -1.5% | +10.8% | +9.6% |
| 30D | +1.3% | -2.7% | +3.9% | +1.8% |
| 3M | -6.0% | -1.7% | -4.3% | -6.0% |
| 6M | -22.0% | +36.1% | -58.1% | -28.0% |
| YTD | -24.1% | +52.6% | -76.8% | -32.1% |
| 1Y | -18.0% | +21.5% | -39.5% | -22.9% |
| 3Y | +220.0% | +142.7% | +77.4% | +157.5% |
| 5Y | +201.1% | +92.6% | +108.6% | +151.7% |
| 10Y | +1,085.1% | +225.5% | +859.6% | +774.9% |
| All | +1,575.9% | +2,882.2% | -1,306.3% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling