-33.4%
NRG vs Q
+79.8%
-113.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +0.8% |
| 7D | -4.7% | +4.9% | -9.6% | -6.1% |
| 30D | -6.0% | -11.0% | +5.0% | -2.6% |
| 3M | -8.0% | -15.2% | +7.2% | -4.4% |
| 6M | -23.2% | +8.8% | -32.0% | -27.0% |
| YTD | -28.1% | +55.1% | -83.1% | -37.0% |
| All | -33.4% | +79.8% | -113.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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