+1,516.1%
NRG vs UL
+537.1%
+979.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.9% | -2.8% |
| 7D | +3.9% | -3.2% | +7.1% | +5.4% |
| 30D | -3.0% | -0.6% | -2.4% | -2.8% |
| 3M | -10.9% | +9.4% | -20.4% | -15.5% |
| 6M | -25.3% | -4.1% | -21.1% | -24.9% |
| YTD | -26.8% | -2.0% | -24.9% | -27.3% |
| 1Y | -23.3% | -9.0% | -14.3% | -21.6% |
| 3Y | +208.6% | +21.8% | +186.8% | +166.0% |
| 5Y | +194.1% | +20.6% | +173.5% | +148.2% |
| 10Y | +1,123.6% | +67.7% | +1,055.9% | +727.3% |
| All | +1,516.1% | +537.1% | +979.0% | +600.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling