+634.4%
NRG vs FN
+3,620.5%
-2,986.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.1% | +3.3% | +5.8% |
| 7D | +7.1% | -1.7% | +8.8% | +7.5% |
| 30D | -1.4% | -22.0% | +20.6% | +2.9% |
| 3M | -10.5% | -43.0% | +32.5% | -2.0% |
| 6M | -26.7% | -27.7% | +1.0% | -24.4% |
| YTD | -24.5% | -10.5% | -14.0% | -25.7% |
| 1Y | -18.6% | +12.5% | -31.1% | -23.6% |
| 3Y | +227.1% | +153.8% | +73.3% | +158.6% |
| 5Y | +198.8% | +288.0% | -89.2% | +115.7% |
| 10Y | +1,122.3% | +906.4% | +215.8% | +648.3% |
| All | +634.4% | +3,620.5% | -2,986.1% | +295.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling