-40.7%
NRG vs FIVE
+62.4%
-103.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.0% | +2.7% | +7.3% | +9.7% |
| 30D | -3.2% | +12.7% | -15.9% | -4.8% |
| 3M | -18.5% | +2.1% | -20.6% | -18.3% |
| 6M | -25.3% | +17.5% | -42.8% | -27.4% |
| YTD | -38.1% | +31.0% | -69.1% | -41.3% |
| 1Y | -40.7% | +67.7% | -108.4% | -45.6% |
| All | -40.7% | +62.4% | -103.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling