+626.9%
NRG vs FIVE
+846.9%
-220.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +10.0% | +2.7% | +7.3% | +9.4% |
| 30D | -3.2% | +12.7% | -15.9% | -6.0% |
| 3M | -18.5% | +2.1% | -20.6% | -19.3% |
| 6M | -25.3% | +17.5% | -42.8% | -28.8% |
| YTD | -38.1% | +31.0% | -69.1% | -42.6% |
| 1Y | -40.7% | +67.7% | -108.4% | -48.0% |
| 3Y | +121.8% | +43.4% | +78.4% | +89.1% |
| 5Y | +209.2% | +18.1% | +191.2% | +166.4% |
| 10Y | +981.4% | +508.8% | +472.6% | +593.0% |
| All | +626.9% | +846.9% | -220.1% | +338.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling