+1,575.9%
NRG vs GEN
+396.3%
+1,179.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.2% |
| 7D | +9.3% | -0.7% | +9.9% | +9.4% |
| 30D | +1.3% | +2.6% | -1.4% | +0.3% |
| 3M | -6.0% | +15.8% | -21.8% | -10.3% |
| 6M | -22.0% | +33.1% | -55.1% | -29.1% |
| YTD | -24.1% | +11.3% | -35.4% | -27.9% |
| 1Y | -18.0% | +1.7% | -19.7% | -20.3% |
| 3Y | +220.0% | +58.1% | +161.9% | +171.8% |
| 5Y | +201.1% | +20.6% | +180.5% | +169.6% |
| 10Y | +1,085.1% | +149.0% | +936.1% | +702.9% |
| All | +1,575.9% | +396.3% | +1,179.6% | +677.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling