-25.3%
NRG vs FTV
-0.8%
-24.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.3% | -3.3% |
| 7D | +3.9% | -1.3% | +5.1% | +4.1% |
| 30D | -3.0% | -9.5% | +6.5% | -0.6% |
| 3M | -10.9% | -10.9% | 0.0% | -7.6% |
| 6M | -25.3% | -0.6% | -24.6% | -27.4% |
| All | -25.3% | -0.8% | -24.5% | -27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling