+772.2%
NRG vs INDA
+107.4%
+664.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.1% | -2.6% |
| 7D | -0.2% | -3.6% | +3.5% | +1.8% |
| 30D | -6.8% | -4.0% | -2.8% | -4.7% |
| 3M | -7.1% | +1.7% | -8.8% | -8.1% |
| 6M | -27.6% | -3.6% | -23.9% | -26.1% |
| YTD | -29.2% | -11.0% | -18.2% | -24.7% |
| 1Y | -29.9% | -9.5% | -20.4% | -26.2% |
| 3Y | +198.7% | +7.6% | +191.0% | +188.5% |
| 5Y | +192.9% | +4.8% | +188.1% | +185.5% |
| 10Y | +1,084.1% | +82.3% | +1,001.9% | +754.1% |
| All | +772.2% | +107.4% | +664.8% | +491.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling