-27.3%
NRG vs FND
-45.3%
+18.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.5% |
| 7D | -4.7% | -5.8% | +1.1% | -3.7% |
| 30D | -6.0% | -20.2% | +14.2% | -2.5% |
| 3M | -8.0% | -12.0% | +4.0% | -7.2% |
| 6M | -23.2% | -18.5% | -4.7% | -22.3% |
| YTD | -28.1% | -22.3% | -5.8% | -26.8% |
| 1Y | -27.3% | -47.6% | +20.4% | -19.2% |
| All | -27.3% | -45.3% | +18.1% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling