+924.9%
NRG vs FN
+700.1%
+224.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.9% |
| 7D | +10.0% | +0.3% | +9.7% | +9.8% |
| 30D | -3.2% | -16.5% | +13.3% | +0.6% |
| 3M | -18.5% | -42.1% | +23.6% | -7.8% |
| 6M | -25.3% | -52.9% | +27.6% | -13.0% |
| YTD | -38.1% | -28.0% | -10.2% | -37.0% |
| 1Y | -40.7% | -18.5% | -22.2% | -41.6% |
| 3Y | +121.8% | +93.9% | +27.9% | +69.2% |
| 5Y | +209.2% | +170.5% | +38.7% | +111.6% |
| All | +924.9% | +700.1% | +224.8% | +458.4% |
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