-18.6%
NRG vs FTI
+108.8%
-127.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.3% | +6.7% | +6.5% |
| 7D | +7.1% | +5.3% | +1.8% | +6.1% |
| 30D | -1.4% | +15.3% | -16.7% | -4.0% |
| 3M | -10.5% | +15.8% | -26.2% | -13.1% |
| 6M | -26.7% | +22.6% | -49.3% | -30.6% |
| YTD | -24.5% | +79.5% | -104.1% | -32.4% |
| 1Y | -18.6% | +102.0% | -120.6% | -27.7% |
| All | -18.6% | +108.8% | -127.3% | -27.7% |
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