-29.9%
NRG vs FIVE
+69.1%
-99.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.4% | -0.9% | -2.6% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | -6.8% | +3.0% | -9.8% | -7.4% |
| 3M | -7.1% | +23.2% | -30.3% | -12.2% |
| 6M | -27.6% | +9.2% | -36.7% | -29.5% |
| YTD | -29.2% | +28.1% | -57.3% | -35.4% |
| 1Y | -29.9% | +65.3% | -95.1% | -42.5% |
| All | -29.9% | +69.1% | -99.0% | -42.5% |
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