-18.6%
NRG vs FGI
+81.8%
-100.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +7.5% | -1.1% | +6.5% |
| 7D | +7.1% | +0.5% | +6.6% | +7.1% |
| 30D | -1.4% | +65.4% | -66.8% | -0.8% |
| 3M | -10.5% | +23.5% | -34.0% | -10.0% |
| 6M | -26.7% | +60.5% | -87.3% | -26.5% |
| YTD | -24.5% | +30.0% | -54.5% | -24.3% |
| 1Y | -18.6% | +82.1% | -100.6% | -17.0% |
| All | -18.6% | +81.8% | -100.4% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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