-27.6%
NRG vs FN
+10.4%
-37.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.5% | -4.0% | -3.7% |
| 7D | +3.9% | +5.8% | -1.9% | +2.6% |
| 30D | -3.0% | -20.6% | +17.7% | +1.6% |
| 3M | -10.9% | -28.6% | +17.7% | -5.1% |
| 6M | -25.3% | -20.7% | -4.6% | -25.7% |
| YTD | -26.8% | -8.1% | -18.7% | -32.7% |
| All | -27.6% | +10.4% | -37.9% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling