+553.0%
NRG vs XME
+227.9%
+325.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -4.7% | -4.2% | -0.5% | -2.6% |
| 30D | -6.0% | -2.7% | -3.3% | -4.7% |
| 3M | -8.0% | -3.9% | -4.0% | -6.8% |
| 6M | -23.2% | -1.0% | -22.2% | -23.7% |
| YTD | -28.1% | +9.8% | -37.9% | -32.5% |
| 1Y | -27.3% | +32.5% | -59.8% | -38.1% |
| 3Y | +208.7% | +124.3% | +84.3% | +101.4% |
| 5Y | +197.7% | +165.8% | +31.9% | +69.6% |
| 10Y | +1,103.3% | +411.8% | +691.5% | +340.1% |
| All | +553.0% | +227.9% | +325.1% | +153.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling