+1,065.2%
NRG vs UL
+66.7%
+998.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -4.7% | -3.4% | -1.3% | -3.7% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | -8.0% | +7.2% | -15.2% | -10.4% |
| 6M | -23.2% | -3.1% | -20.1% | -23.1% |
| YTD | -28.1% | -2.7% | -25.3% | -28.0% |
| 1Y | -27.3% | -10.2% | -17.0% | -25.6% |
| 3Y | +208.7% | +20.3% | +188.4% | +178.0% |
| 5Y | +197.7% | +19.9% | +177.7% | +164.1% |
| All | +1,065.2% | +66.7% | +998.5% | +872.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling