+193.5%
NRG vs UL
+18.7%
+174.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.6% |
| 7D | -4.7% | -3.4% | -1.3% | -4.5% |
| 30D | -6.0% | +0.5% | -6.5% | -6.0% |
| 3M | -8.0% | +7.2% | -15.2% | -8.7% |
| 6M | -23.2% | -3.1% | -20.1% | -23.1% |
| YTD | -28.1% | -2.7% | -25.3% | -27.8% |
| 1Y | -27.3% | -10.2% | -17.0% | -26.4% |
| 3Y | +208.7% | +20.3% | +188.4% | +192.1% |
| All | +193.5% | +18.7% | +174.8% | +176.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling