+208.7%
NRG vs UL
+20.7%
+188.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.7% |
| 7D | -4.7% | -3.4% | -1.3% | -5.1% |
| 30D | -6.0% | +0.5% | -6.5% | -5.9% |
| 3M | -8.0% | +7.2% | -15.2% | -7.3% |
| 6M | -23.2% | -3.1% | -20.1% | -23.4% |
| YTD | -28.1% | -2.7% | -25.3% | -27.7% |
| 1Y | -27.3% | -10.2% | -17.0% | -27.7% |
| 3Y | +208.7% | +20.3% | +188.4% | +210.8% |
| All | +208.7% | +20.7% | +188.0% | +210.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling