+378.7%
NRG vs NTR
+97.9%
+280.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -4.7% | -1.3% | -3.4% | -4.3% |
| 30D | -6.0% | +16.8% | -22.7% | -10.3% |
| 3M | -8.0% | +20.7% | -28.7% | -13.6% |
| 6M | -23.2% | +0.5% | -23.7% | -24.0% |
| YTD | -28.1% | +29.2% | -57.2% | -34.5% |
| 1Y | -27.3% | +39.6% | -66.9% | -35.7% |
| 3Y | +208.7% | +37.9% | +170.8% | +168.6% |
| 5Y | +197.7% | +47.1% | +150.6% | +130.5% |
| All | +378.7% | +97.9% | +280.8% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling