-49.7%
NRG vs UL
+1.7%
-51.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +3.3% | -16.8% | -12.9% |
| 7D | -13.7% | +4.7% | -18.4% | -13.0% |
| 30D | -13.6% | +11.6% | -25.1% | -12.4% |
| 3M | -28.5% | +5.3% | -33.8% | -27.9% |
| 6M | -45.8% | +16.0% | -61.8% | -45.5% |
| YTD | -46.9% | +5.0% | -51.9% | -44.5% |
| 1Y | -49.7% | +1.1% | -50.8% | -47.6% |
| All | -49.7% | +1.7% | -51.4% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling