+1,065.2%
NRG vs FTI
+305.3%
+759.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.7% | -4.4% | -0.3% | -3.6% |
| 30D | -6.0% | +1.5% | -7.5% | -6.3% |
| 3M | -8.0% | +8.2% | -16.2% | -10.2% |
| 6M | -23.2% | +18.8% | -42.0% | -27.0% |
| YTD | -28.1% | +71.7% | -99.7% | -37.6% |
| 1Y | -27.3% | +90.0% | -117.3% | -38.8% |
| 3Y | +208.7% | +270.5% | -61.8% | +119.1% |
| 5Y | +197.7% | +1,084.5% | -886.9% | +55.5% |
| All | +1,065.2% | +305.3% | +759.9% | +482.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling