+208.7%
NRG vs ITOT
+75.8%
+132.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.4% |
| 7D | -4.7% | -0.9% | -3.8% | -3.4% |
| 30D | -6.0% | -1.5% | -4.5% | -3.9% |
| 3M | -8.0% | +3.6% | -11.5% | -13.0% |
| 6M | -23.2% | +13.7% | -36.9% | -36.7% |
| YTD | -28.1% | +12.9% | -41.0% | -40.0% |
| 1Y | -27.3% | +17.2% | -44.4% | -42.3% |
| 3Y | +208.7% | +75.6% | +133.0% | +58.5% |
| All | +208.7% | +75.8% | +132.9% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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