+223.6%
NRG vs S
-57.1%
+280.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -4.7% | -0.7% | -4.0% | -4.6% |
| 30D | -6.0% | -11.4% | +5.5% | -5.2% |
| 3M | -8.0% | +33.8% | -41.8% | -10.8% |
| 6M | -23.2% | +39.5% | -62.6% | -26.2% |
| YTD | -28.1% | +31.7% | -59.7% | -30.6% |
| 1Y | -27.3% | +7.0% | -34.3% | -28.6% |
| 3Y | +208.7% | +11.8% | +196.9% | +200.6% |
| 5Y | +197.7% | -69.0% | +266.7% | +187.0% |
| All | +223.6% | -57.1% | +280.7% | +214.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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