+1,266.9%
NRG vs M
+96.8%
+1,170.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | +10.0% | +7.0% | +3.0% | +8.5% |
| 30D | -3.2% | +8.9% | -12.1% | -5.4% |
| 3M | -18.5% | +4.5% | -23.0% | -19.7% |
| 6M | -25.3% | +36.2% | -61.5% | -30.7% |
| YTD | -38.1% | +15.1% | -53.2% | -40.8% |
| 1Y | -40.7% | +27.4% | -68.1% | -44.6% |
| 3Y | +121.8% | +160.1% | -38.4% | +71.6% |
| 5Y | +209.2% | -1.6% | +210.8% | +174.1% |
| 10Y | +981.4% | -7.7% | +989.1% | +711.1% |
| All | +1,266.9% | +96.8% | +1,170.1% | +569.7% |
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