+192.9%
NRG vs S
-70.4%
+263.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.1% | -3.4% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -6.8% | -11.8% | +5.0% | -6.0% |
| 3M | -7.1% | +33.9% | -41.1% | -10.2% |
| 6M | -27.6% | +40.1% | -67.7% | -30.6% |
| YTD | -29.2% | +32.1% | -61.3% | -31.9% |
| 1Y | -29.9% | +11.0% | -40.9% | -31.5% |
| 3Y | +198.7% | +16.9% | +181.7% | +189.7% |
| 5Y | +192.9% | -68.9% | +261.8% | +177.7% |
| All | +192.9% | -70.4% | +263.3% | +177.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling