+1,065.2%
NRG vs XME
+421.4%
+643.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -4.7% | -4.2% | -0.5% | -2.8% |
| 30D | -6.0% | -2.7% | -3.3% | -4.8% |
| 3M | -8.0% | -3.9% | -4.0% | -6.8% |
| 6M | -23.2% | -1.0% | -22.2% | -23.6% |
| YTD | -28.1% | +9.8% | -37.9% | -31.9% |
| 1Y | -27.3% | +32.5% | -59.8% | -36.9% |
| 3Y | +208.7% | +124.3% | +84.3% | +112.7% |
| 5Y | +197.7% | +165.8% | +31.9% | +83.8% |
| All | +1,065.2% | +421.4% | +643.8% | +295.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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