+192.9%
NRG vs M
+13.6%
+179.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.5% | -2.5% |
| 7D | -0.2% | -8.8% | +8.6% | +1.4% |
| 30D | -6.8% | -16.4% | +9.6% | -4.1% |
| 3M | -7.1% | -10.8% | +3.7% | -5.6% |
| 6M | -27.6% | +16.1% | -43.7% | -29.6% |
| YTD | -29.2% | -5.3% | -23.9% | -29.1% |
| 1Y | -29.9% | +24.9% | -54.8% | -33.0% |
| 3Y | +198.7% | +97.5% | +101.1% | +160.5% |
| 5Y | +192.9% | +20.4% | +172.5% | +165.8% |
| All | +192.9% | +13.6% | +179.3% | +165.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling