+1,516.1%
NRG vs FITB
+86.1%
+1,430.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +3.9% | -0.4% | +4.2% | +3.9% |
| 30D | -3.0% | -5.1% | +2.2% | -1.9% |
| 3M | -10.9% | +3.5% | -14.4% | -11.8% |
| 6M | -25.3% | +17.2% | -42.5% | -28.0% |
| YTD | -26.8% | +17.6% | -44.5% | -29.7% |
| 1Y | -23.3% | +23.4% | -46.6% | -27.2% |
| 3Y | +208.6% | +129.7% | +78.9% | +154.5% |
| 5Y | +194.1% | +68.4% | +125.7% | +155.6% |
| 10Y | +1,123.6% | +285.6% | +837.9% | +761.1% |
| All | +1,516.1% | +86.1% | +1,430.0% | +1,105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling