-16.6%
NRG vs FPS
+24.3%
-40.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | -0.2% |
| 7D | +9.3% | +10.4% | -1.1% | +6.6% |
| 30D | +1.3% | -16.5% | +17.8% | +5.7% |
| 3M | -6.0% | -45.5% | +39.5% | +7.3% |
| 6M | -22.0% | +2.1% | -24.0% | -27.4% |
| All | -16.6% | +24.3% | -40.9% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling