-27.3%
NRG vs FTI
+89.7%
-116.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.7% | -4.4% | -0.3% | -4.0% |
| 30D | -6.0% | +1.5% | -7.5% | -6.2% |
| 3M | -8.0% | +8.2% | -16.2% | -9.1% |
| 6M | -23.2% | +18.8% | -42.0% | -26.4% |
| YTD | -28.1% | +71.7% | -99.7% | -33.1% |
| 1Y | -27.3% | +90.0% | -117.3% | -34.7% |
| All | -27.3% | +89.7% | -116.9% | -34.7% |
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