+1,065.2%
NRG vs FITB
+290.8%
+774.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -4.7% | -0.3% | -4.4% | -4.6% |
| 30D | -6.0% | -5.7% | -0.3% | -4.0% |
| 3M | -8.0% | +3.2% | -11.1% | -9.4% |
| 6M | -23.2% | +23.4% | -46.6% | -29.3% |
| YTD | -28.1% | +18.8% | -46.8% | -33.2% |
| 1Y | -27.3% | +25.0% | -52.2% | -33.9% |
| 3Y | +208.7% | +131.2% | +77.5% | +120.3% |
| 5Y | +197.7% | +70.7% | +127.0% | +130.2% |
| All | +1,065.2% | +290.8% | +774.4% | +477.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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