+193.5%
NRG vs IT
-42.9%
+236.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.3% | -3.6% | +1.2% |
| 7D | -4.7% | -3.7% | -1.0% | -4.4% |
| 30D | -6.0% | +0.1% | -6.0% | -6.2% |
| 3M | -8.0% | +20.7% | -28.6% | -11.1% |
| 6M | -23.2% | +12.0% | -35.1% | -25.4% |
| YTD | -28.1% | -28.8% | +0.8% | -22.1% |
| 1Y | -27.3% | -25.5% | -1.7% | -22.8% |
| 3Y | +208.7% | -48.8% | +257.4% | +271.0% |
| All | +193.5% | -42.9% | +236.4% | +221.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling