+447.5%
NRG vs FN
+2,887.5%
-2,440.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +11.7% | -2.1% | +7.3% |
| 7D | -7.6% | 0.0% | -7.6% | -7.8% |
| 30D | -18.3% | -34.3% | +16.0% | -11.7% |
| 3M | -25.5% | -39.9% | +14.4% | -18.5% |
| 6M | -40.9% | -51.8% | +10.9% | -33.8% |
| YTD | -43.7% | -28.1% | -15.6% | -42.5% |
| 1Y | -47.3% | -29.1% | -18.3% | -46.2% |
| 3Y | +103.2% | +102.4% | +0.7% | +67.3% |
| 5Y | +176.7% | +171.7% | +5.0% | +112.4% |
| 10Y | +886.8% | +773.5% | +113.3% | +522.6% |
| All | +447.5% | +2,887.5% | -2,440.0% | +206.1% |
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 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