-18.6%
NRG vs USFR
+4.0%
-22.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | 0.0% | +6.4% | +6.8% |
| 7D | +7.1% | +0.1% | +7.0% | +8.2% |
| 30D | -1.4% | +0.3% | -1.7% | +4.5% |
| 3M | -10.5% | +1.0% | -11.5% | +14.4% |
| 6M | -26.7% | +1.9% | -28.7% | +13.0% |
| YTD | -24.5% | +2.6% | -27.1% | +24.5% |
| 1Y | -18.6% | +4.0% | -22.6% | +30.7% |
| All | -18.6% | +4.0% | -22.5% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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