+1,516.1%
NRG vs FTI
+2,103.5%
-587.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.1% | -3.4% |
| 7D | +3.9% | -2.3% | +6.2% | +4.7% |
| 30D | -3.0% | +5.0% | -8.0% | -4.7% |
| 3M | -10.9% | +13.8% | -24.8% | -15.5% |
| 6M | -25.3% | +22.9% | -48.2% | -31.2% |
| YTD | -26.8% | +75.0% | -101.8% | -40.3% |
| 1Y | -23.3% | +96.9% | -120.2% | -40.3% |
| 3Y | +208.6% | +276.7% | -68.1% | +88.2% |
| 5Y | +194.1% | +1,157.0% | -962.9% | +9.3% |
| 10Y | +1,123.6% | +310.7% | +812.9% | +446.1% |
| All | +1,516.1% | +2,103.5% | -587.4% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling