+279.3%
NRG vs QS
-46.4%
+325.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.5% |
| 7D | -4.7% | -3.6% | -1.0% | -4.5% |
| 30D | -6.0% | -17.2% | +11.3% | -4.9% |
| 3M | -8.0% | -27.0% | +19.0% | -6.5% |
| 6M | -23.2% | -24.6% | +1.4% | -22.2% |
| YTD | -28.1% | -49.3% | +21.3% | -25.7% |
| 1Y | -27.3% | -40.3% | +13.1% | -25.8% |
| 3Y | +208.7% | -23.8% | +232.5% | +200.0% |
| 5Y | +197.7% | -75.0% | +272.6% | +191.6% |
| All | +279.3% | -46.4% | +325.7% | +285.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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