+329.6%
NRG vs REPL
-19.2%
+348.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +1.7% |
| 7D | -4.7% | -14.1% | +9.4% | -4.2% |
| 30D | -6.0% | -15.2% | +9.3% | -5.5% |
| 3M | -8.0% | +49.9% | -57.8% | -10.4% |
| 6M | -23.2% | +63.5% | -86.7% | -27.8% |
| YTD | -28.1% | +32.9% | -61.0% | -31.9% |
| 1Y | -27.3% | +115.0% | -142.2% | -34.4% |
| 3Y | +208.7% | -34.7% | +243.4% | +170.9% |
| 5Y | +197.7% | -59.7% | +257.3% | +165.4% |
| All | +329.6% | -19.2% | +348.8% | +230.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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