+1,123.6%
NRG vs FN
+890.7%
+232.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.7% |
| 7D | +3.9% | +5.8% | -1.9% | +2.4% |
| 30D | -3.0% | -20.6% | +17.7% | +2.1% |
| 3M | -10.9% | -28.6% | +17.7% | -5.5% |
| 6M | -25.3% | -20.7% | -4.6% | -24.3% |
| YTD | -26.8% | -8.1% | -18.7% | -29.3% |
| 1Y | -23.3% | +13.3% | -36.6% | -30.2% |
| 3Y | +208.6% | +175.7% | +32.9% | +117.8% |
| 5Y | +194.1% | +297.4% | -103.3% | +84.5% |
| 10Y | +1,123.6% | +950.9% | +172.7% | +475.8% |
| All | +1,123.6% | +890.7% | +232.9% | +475.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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