+208.7%
NRG vs USFR
+14.1%
+194.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.6% |
| 30D | -6.0% | +0.4% | -6.3% | -5.7% |
| 3M | -8.0% | +1.0% | -9.0% | -6.6% |
| 6M | -23.2% | +2.0% | -25.1% | -21.9% |
| YTD | -28.1% | +2.8% | -30.8% | -27.5% |
| 1Y | -27.3% | +4.1% | -31.4% | -28.6% |
| 3Y | +208.7% | +14.1% | +194.5% | +171.5% |
| All | +208.7% | +14.1% | +194.5% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling