+208.7%
NRG vs FTV
-5.2%
+213.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -4.7% | -4.0% | -0.7% | -2.9% |
| 30D | -6.0% | -11.0% | +5.1% | -0.8% |
| 3M | -8.0% | -8.4% | +0.5% | -4.9% |
| 6M | -23.2% | -2.6% | -20.6% | -23.1% |
| YTD | -28.1% | -0.6% | -27.4% | -29.7% |
| 1Y | -27.3% | +11.0% | -38.2% | -34.4% |
| 3Y | +208.7% | -6.3% | +215.0% | +213.9% |
| All | +208.7% | -5.2% | +213.9% | +213.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling