+193.5%
NRG vs FITB
+68.5%
+124.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.9% |
| 3M | -8.0% | +3.2% | -11.1% | -9.5% |
| 6M | -23.2% | +23.4% | -46.6% | -29.5% |
| YTD | -28.1% | +18.8% | -46.8% | -33.4% |
| 1Y | -27.3% | +25.0% | -52.2% | -34.2% |
| 3Y | +208.7% | +131.2% | +77.5% | +120.3% |
| All | +193.5% | +68.5% | +124.9% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling