+723.6%
NRG vs FND
+56.5%
+667.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.7% | -5.8% | +1.1% | -3.5% |
| 30D | -6.0% | -20.2% | +14.2% | -1.3% |
| 3M | -8.0% | -12.0% | +4.0% | -6.3% |
| 6M | -23.2% | -18.5% | -4.7% | -20.9% |
| YTD | -28.1% | -22.3% | -5.8% | -25.4% |
| 1Y | -27.3% | -47.6% | +20.4% | -18.0% |
| 3Y | +208.7% | -49.8% | +258.4% | +239.5% |
| 5Y | +197.7% | -63.0% | +260.6% | +234.4% |
| All | +723.6% | +56.5% | +667.1% | +650.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling