+201.1%
NRG vs FN
+299.7%
-98.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | -0.1% |
| 7D | +9.3% | +3.5% | +5.7% | +8.3% |
| 30D | +1.3% | -26.0% | +27.3% | +8.8% |
| 3M | -6.0% | -33.3% | +27.3% | +2.0% |
| 6M | -22.0% | -14.9% | -7.0% | -22.7% |
| YTD | -24.1% | -8.6% | -15.6% | -27.2% |
| 1Y | -18.0% | +12.3% | -30.3% | -26.3% |
| 3Y | +220.0% | +174.4% | +45.6% | +121.7% |
| 5Y | +201.1% | +296.4% | -95.3% | +88.3% |
| All | +201.1% | +299.7% | -98.6% | +88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling