+208.7%
NRG vs INDA
+7.9%
+200.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +0.8% |
| 7D | -4.7% | -2.7% | -2.0% | -2.5% |
| 30D | -6.0% | -2.8% | -3.2% | -3.7% |
| 3M | -8.0% | +1.6% | -9.6% | -9.5% |
| 6M | -23.2% | -1.4% | -21.7% | -22.5% |
| YTD | -28.1% | -10.1% | -17.9% | -21.5% |
| 1Y | -27.3% | -8.8% | -18.5% | -21.9% |
| 3Y | +208.7% | +7.6% | +201.0% | +197.7% |
| All | +208.7% | +7.9% | +200.8% | +197.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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