-23.2%
NRG vs ITOT
+13.5%
-36.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.6% |
| 7D | -4.7% | -0.9% | -3.8% | -3.7% |
| 30D | -6.0% | -1.5% | -4.5% | -4.3% |
| 3M | -8.0% | +3.6% | -11.5% | -12.9% |
| 6M | -23.2% | +13.7% | -36.9% | -35.4% |
| All | -23.2% | +13.5% | -36.7% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling