+181.7%
NRG vs FN
+170.4%
+11.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +11.7% | -2.1% | +6.4% |
| 7D | -7.6% | 0.0% | -7.6% | -7.9% |
| 30D | -18.3% | -34.3% | +16.0% | -9.1% |
| 3M | -25.5% | -39.9% | +14.4% | -15.9% |
| 6M | -40.9% | -51.8% | +10.9% | -30.8% |
| YTD | -43.7% | -28.1% | -15.6% | -42.9% |
| 1Y | -47.3% | -29.1% | -18.3% | -46.6% |
| 3Y | +103.2% | +102.4% | +0.7% | +48.9% |
| All | +181.7% | +170.4% | +11.4% | +84.1% |
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