+124.4%
NRG vs FGI
-3.4%
+127.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | -4.1% | +5.0% | +0.8% |
| 30D | -9.6% | -3.4% | -6.3% | -9.6% |
| 3M | -17.9% | +61.8% | -79.7% | -16.6% |
| 6M | -29.1% | +17.0% | -46.1% | -28.1% |
| YTD | -38.1% | +31.4% | -69.5% | -36.7% |
| 1Y | -40.9% | +42.7% | -83.6% | -39.1% |
| 3Y | +124.4% | -0.1% | +124.5% | +139.9% |
| All | +124.4% | -3.4% | +127.8% | +139.9% |
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