-18.6%
NRG vs FTV
+21.5%
-40.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.1% | +7.5% | +6.5% |
| 7D | +7.1% | -4.6% | +11.7% | +7.3% |
| 30D | -1.4% | -7.2% | +5.8% | -1.1% |
| 3M | -10.5% | -7.3% | -3.2% | -9.9% |
| 6M | -26.7% | -1.6% | -25.1% | -26.7% |
| YTD | -24.5% | +3.3% | -27.9% | -23.3% |
| 1Y | -18.6% | +20.2% | -38.8% | -14.7% |
| All | -18.6% | +21.5% | -40.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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