-49.7%
NRG vs NI
+9.5%
-59.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.5% | -15.0% | -14.8% |
| 7D | -13.7% | +3.9% | -17.7% | -16.9% |
| 30D | -13.6% | +15.3% | -28.9% | -24.8% |
| 3M | -28.5% | +2.4% | -30.9% | -30.6% |
| 6M | -45.8% | -4.5% | -41.2% | -43.2% |
| YTD | -46.9% | +11.4% | -58.3% | -52.9% |
| 1Y | -49.7% | +8.5% | -58.2% | -54.6% |
| All | -49.7% | +9.5% | -59.2% | -54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling