+220.0%
NRG vs FGI
-6.2%
+226.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.5% |
| 7D | +9.3% | +5.2% | +4.1% | +9.3% |
| 30D | +1.3% | +65.2% | -63.9% | +2.9% |
| 3M | -6.0% | +30.2% | -36.2% | -4.7% |
| 6M | -22.0% | +87.8% | -109.8% | -19.9% |
| YTD | -24.1% | +32.5% | -56.6% | -22.5% |
| 1Y | -18.0% | +93.6% | -111.6% | -13.7% |
| 3Y | +220.0% | -2.6% | +222.6% | +245.8% |
| All | +220.0% | -6.2% | +226.2% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling