+1,516.1%
NRG vs TECH
+831.4%
+684.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.5% |
| 7D | +3.9% | -0.1% | +3.9% | +3.9% |
| 30D | -3.0% | +0.3% | -3.3% | -3.1% |
| 3M | -10.9% | +32.9% | -43.8% | -19.4% |
| 6M | -25.3% | +32.1% | -57.3% | -33.3% |
| YTD | -26.8% | +23.4% | -50.2% | -33.6% |
| 1Y | -23.3% | +34.1% | -57.3% | -33.1% |
| 3Y | +208.6% | +2.2% | +206.4% | +182.9% |
| 5Y | +194.1% | -41.8% | +236.0% | +220.7% |
| 10Y | +1,123.6% | +188.9% | +934.7% | +565.2% |
| All | +1,516.1% | +831.4% | +684.7% | +507.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling