-27.3%
NRG vs GEN
+5.1%
-32.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.8% |
| 7D | -4.7% | -1.3% | -3.4% | -4.9% |
| 30D | -6.0% | +6.1% | -12.1% | -4.6% |
| 3M | -8.0% | +27.0% | -34.9% | -3.6% |
| 6M | -23.2% | +43.9% | -67.0% | -18.2% |
| YTD | -28.1% | +13.0% | -41.0% | -26.8% |
| 1Y | -27.3% | +4.0% | -31.3% | -23.7% |
| All | -27.3% | +5.1% | -32.4% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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