+1,464.0%
NRG vs FLR
+264.9%
+1,199.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.5% |
| 7D | -0.2% | -6.9% | +6.7% | +2.0% |
| 30D | -6.8% | +1.1% | -7.9% | -7.2% |
| 3M | -7.1% | +14.3% | -21.5% | -11.8% |
| 6M | -27.6% | +19.1% | -46.7% | -32.3% |
| YTD | -29.2% | +35.1% | -64.3% | -36.4% |
| 1Y | -29.9% | +29.5% | -59.4% | -36.4% |
| 3Y | +198.7% | +53.0% | +145.7% | +147.5% |
| 5Y | +192.9% | +238.9% | -46.0% | +82.9% |
| 10Y | +1,084.1% | +17.4% | +1,066.7% | +692.1% |
| All | +1,464.0% | +264.9% | +1,199.1% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling