+433.5%
NRG vs USFR
+27.6%
+405.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -6.8% | +0.3% | -7.1% | -6.8% |
| 3M | -7.1% | +1.0% | -8.1% | -7.3% |
| 6M | -27.6% | +1.9% | -29.5% | -27.8% |
| YTD | -29.2% | +2.7% | -31.9% | -29.5% |
| 1Y | -29.9% | +4.0% | -33.9% | -30.4% |
| 3Y | +198.7% | +14.1% | +184.6% | +191.9% |
| 5Y | +192.9% | +20.5% | +172.4% | +183.9% |
| 10Y | +1,084.1% | +28.0% | +1,056.1% | +1,041.1% |
| All | +433.5% | +27.6% | +405.9% | +409.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling