+228.7%
NRG vs FGI
-69.1%
+297.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.5% |
| 7D | +3.9% | +14.7% | -10.8% | +4.0% |
| 30D | -3.0% | +67.0% | -69.9% | -1.9% |
| 3M | -10.9% | +31.0% | -41.9% | -10.1% |
| 6M | -25.3% | +126.8% | -152.1% | -24.0% |
| YTD | -26.8% | +35.6% | -62.5% | -25.9% |
| 1Y | -23.3% | +108.9% | -132.2% | -20.9% |
| 3Y | +208.6% | -0.3% | +208.9% | +223.6% |
| All | +228.7% | -69.1% | +297.8% | +245.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling