+1,065.2%
NRG vs FLR
+19.7%
+1,045.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -4.7% | -3.5% | -1.2% | -3.9% |
| 30D | -6.0% | +4.2% | -10.1% | -6.8% |
| 3M | -8.0% | +8.1% | -16.0% | -10.0% |
| 6M | -23.2% | +21.5% | -44.7% | -26.8% |
| YTD | -28.1% | +36.8% | -64.8% | -33.1% |
| 1Y | -27.3% | +31.2% | -58.5% | -31.8% |
| 3Y | +208.7% | +53.9% | +154.8% | +175.2% |
| 5Y | +197.7% | +243.0% | -45.4% | +128.3% |
| All | +1,065.2% | +19.7% | +1,045.4% | +684.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling