+1,065.2%
NRG vs M
-3.0%
+1,068.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +7.7% | -6.1% | +0.4% |
| 7D | -4.7% | -4.2% | -0.5% | -4.1% |
| 30D | -6.0% | -7.2% | +1.2% | -4.9% |
| 3M | -8.0% | -11.1% | +3.2% | -6.5% |
| 6M | -23.2% | +28.8% | -51.9% | -26.4% |
| YTD | -28.1% | +2.0% | -30.1% | -28.8% |
| 1Y | -27.3% | +31.3% | -58.5% | -30.9% |
| 3Y | +208.7% | +119.1% | +89.6% | +164.9% |
| 5Y | +197.7% | +29.7% | +168.0% | +161.9% |
| All | +1,065.2% | -3.0% | +1,068.2% | +715.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling