+208.7%
NRG vs NI
+68.9%
+139.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -6.0% | -1.4% | -4.6% | -5.1% |
| 3M | -8.0% | -10.6% | +2.6% | -1.2% |
| 6M | -23.2% | -9.3% | -13.8% | -18.0% |
| YTD | -28.1% | +1.1% | -29.2% | -27.8% |
| 1Y | -27.3% | +3.4% | -30.6% | -28.2% |
| 3Y | +208.7% | +67.9% | +140.8% | +156.7% |
| All | +208.7% | +68.9% | +139.7% | +156.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling