+193.5%
NRG vs TECH
-43.3%
+236.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -4.7% | -0.4% | -4.2% | -4.6% |
| 30D | -6.0% | 0.0% | -5.9% | -5.9% |
| 3M | -8.0% | +33.7% | -41.6% | -15.0% |
| 6M | -23.2% | +34.9% | -58.1% | -29.9% |
| YTD | -28.1% | +23.2% | -51.2% | -33.2% |
| 1Y | -27.3% | +36.3% | -63.6% | -34.7% |
| 3Y | +208.7% | +2.3% | +206.4% | +186.8% |
| All | +193.5% | -43.3% | +236.8% | +213.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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