+1,065.2%
NRG vs XHB
+215.4%
+849.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.7% |
| 7D | -4.7% | -4.6% | 0.0% | -2.1% |
| 30D | -6.0% | -9.1% | +3.2% | -0.8% |
| 3M | -8.0% | -8.6% | +0.6% | -3.8% |
| 6M | -23.2% | -4.0% | -19.1% | -21.9% |
| YTD | -28.1% | -3.9% | -24.1% | -27.0% |
| 1Y | -27.3% | -16.5% | -10.8% | -20.7% |
| 3Y | +208.7% | +22.6% | +186.1% | +163.1% |
| 5Y | +197.7% | +33.9% | +163.7% | +134.1% |
| All | +1,065.2% | +215.4% | +849.8% | +400.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling