-18.6%
NRG vs FLR
+31.2%
-49.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.3% | +8.8% | +7.3% |
| 7D | +7.1% | +5.4% | +1.7% | +4.7% |
| 30D | -1.4% | +11.4% | -12.8% | -6.8% |
| 3M | -10.5% | +11.4% | -21.9% | -15.7% |
| 6M | -26.7% | +16.6% | -43.4% | -33.4% |
| YTD | -24.5% | +41.7% | -66.2% | -37.6% |
| 1Y | -18.6% | +35.4% | -54.0% | -30.2% |
| All | -18.6% | +31.2% | -49.8% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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