+1,567.2%
NRG vs M
+82.1%
+1,485.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.6% | +3.8% | +5.9% |
| 7D | +7.1% | +4.7% | +2.4% | +6.1% |
| 30D | -1.4% | -9.6% | +8.2% | +0.6% |
| 3M | -10.5% | +0.9% | -11.3% | -11.0% |
| 6M | -26.7% | +22.3% | -49.0% | -30.1% |
| YTD | -24.5% | +6.5% | -31.1% | -26.2% |
| 1Y | -18.6% | +38.8% | -57.3% | -25.0% |
| 3Y | +227.1% | +115.9% | +111.2% | +163.8% |
| 5Y | +198.8% | +28.6% | +170.1% | +148.5% |
| 10Y | +1,122.3% | -2.5% | +1,124.8% | +800.3% |
| All | +1,567.2% | +82.1% | +1,485.1% | +734.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling