+1,065.2%
NRG vs NTRS
+259.9%
+805.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.1% |
| 7D | -4.7% | +1.4% | -6.0% | -5.3% |
| 30D | -6.0% | -0.7% | -5.3% | -5.8% |
| 3M | -8.0% | +11.3% | -19.3% | -12.5% |
| 6M | -23.2% | +35.5% | -58.7% | -33.5% |
| YTD | -28.1% | +40.6% | -68.6% | -39.0% |
| 1Y | -27.3% | +49.2% | -76.5% | -40.0% |
| 3Y | +208.7% | +167.2% | +41.4% | +93.1% |
| 5Y | +197.7% | +94.9% | +102.7% | +108.2% |
| All | +1,065.2% | +259.9% | +805.2% | +461.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling