+208.7%
NRG vs XHB
+23.1%
+185.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.8% |
| 7D | -4.7% | -4.6% | 0.0% | -2.4% |
| 30D | -6.0% | -9.1% | +3.2% | -1.3% |
| 3M | -8.0% | -8.6% | +0.6% | -4.2% |
| 6M | -23.2% | -4.0% | -19.1% | -22.1% |
| YTD | -28.1% | -3.9% | -24.1% | -27.0% |
| 1Y | -27.3% | -16.5% | -10.8% | -21.4% |
| 3Y | +208.7% | +22.6% | +186.1% | +170.1% |
| All | +208.7% | +23.1% | +185.6% | +170.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling