+193.5%
NRG vs NTR
+45.7%
+147.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -6.0% | +16.8% | -22.7% | -8.6% |
| 3M | -8.0% | +20.7% | -28.7% | -11.4% |
| 6M | -23.2% | +0.5% | -23.7% | -23.5% |
| YTD | -28.1% | +29.2% | -57.2% | -32.1% |
| 1Y | -27.3% | +39.6% | -66.9% | -32.6% |
| 3Y | +208.7% | +37.9% | +170.8% | +183.3% |
| All | +193.5% | +45.7% | +147.8% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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