+737.4%
NRG vs FND
+57.3%
+680.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.4% |
| 7D | +3.9% | -0.8% | +4.6% | +4.0% |
| 30D | -3.0% | -19.6% | +16.6% | +1.7% |
| 3M | -10.9% | -4.3% | -6.6% | -11.0% |
| 6M | -25.3% | -20.4% | -4.8% | -22.7% |
| YTD | -26.8% | -21.9% | -5.0% | -24.3% |
| 1Y | -23.3% | -45.2% | +21.9% | -14.5% |
| 3Y | +208.6% | -49.2% | +257.8% | +238.7% |
| 5Y | +194.1% | -61.8% | +255.9% | +228.1% |
| All | +737.4% | +57.3% | +680.2% | +662.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling