+193.5%
NRG vs TRU
-35.6%
+229.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | -4.7% | -2.7% | -1.9% | -4.0% |
| 30D | -6.0% | -2.0% | -3.9% | -5.7% |
| 3M | -8.0% | +18.4% | -26.4% | -13.6% |
| 6M | -23.2% | +8.9% | -32.0% | -26.4% |
| YTD | -28.1% | -8.9% | -19.1% | -28.0% |
| 1Y | -27.3% | -15.9% | -11.4% | -25.7% |
| 3Y | +208.7% | -1.1% | +209.7% | +195.7% |
| All | +193.5% | -35.6% | +229.1% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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