+202.7%
NRG vs FIVE
+33.8%
+168.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.8% | -2.9% |
| 7D | +3.9% | +1.7% | +2.2% | +3.5% |
| 30D | -3.0% | +5.0% | -8.0% | -4.2% |
| 3M | -10.9% | +29.5% | -40.4% | -17.1% |
| 6M | -25.3% | +12.4% | -37.7% | -28.4% |
| YTD | -26.8% | +31.2% | -58.0% | -32.7% |
| 1Y | -23.3% | +72.9% | -96.2% | -34.5% |
| 3Y | +208.6% | +53.0% | +155.6% | +145.2% |
| All | +202.7% | +33.8% | +168.9% | +139.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling