-27.6%
NRG vs FTI
+19.5%
-47.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.9% | -0.4% | -2.9% |
| 7D | -0.2% | -5.6% | +5.4% | +0.5% |
| 30D | -6.8% | +0.4% | -7.2% | -6.8% |
| 3M | -7.1% | +8.1% | -15.2% | -7.6% |
| 6M | -27.6% | +16.7% | -44.3% | -33.1% |
| All | -27.6% | +19.5% | -47.1% | -33.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling