-49.7%
NRG vs FTI
+57.1%
-106.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -3.4% | -10.2% | -12.7% |
| 7D | -13.7% | -9.7% | -4.1% | -11.6% |
| 30D | -13.6% | -8.2% | -5.4% | -11.8% |
| 3M | -28.5% | -7.8% | -20.7% | -27.0% |
| 6M | -45.8% | -13.4% | -32.3% | -43.3% |
| YTD | -46.9% | +45.1% | -92.0% | -53.7% |
| 1Y | -49.7% | +54.6% | -104.3% | -57.3% |
| All | -49.7% | +57.1% | -106.8% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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