+864.7%
NRG vs FTV
+83.2%
+781.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -4.7% | -4.0% | -0.7% | -2.6% |
| 30D | -6.0% | -11.0% | +5.1% | -0.1% |
| 3M | -8.0% | -8.4% | +0.5% | -4.4% |
| 6M | -23.2% | -2.6% | -20.6% | -22.9% |
| YTD | -28.1% | -0.6% | -27.4% | -29.6% |
| 1Y | -27.3% | +11.0% | -38.2% | -33.5% |
| 3Y | +208.7% | -6.3% | +215.0% | +208.2% |
| 5Y | +197.7% | -1.5% | +199.2% | +184.2% |
| 10Y | +1,103.3% | +78.8% | +1,024.5% | +658.5% |
| All | +864.7% | +83.2% | +781.5% | +502.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling