-22.2%
NRG vs FPS
+12.3%
-34.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.6% | -1.8% |
| 7D | -0.2% | -4.6% | +4.4% | +1.1% |
| 30D | -6.8% | -22.6% | +15.8% | -0.8% |
| 3M | -7.1% | -45.1% | +38.0% | +5.6% |
| 6M | -27.6% | -17.8% | -9.7% | -27.7% |
| All | -22.2% | +12.3% | -34.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling