-18.6%
NRG vs XRT
+3.4%
-21.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.0% |
| 7D | +7.1% | +0.8% | +6.3% | +6.7% |
| 30D | -1.4% | -4.2% | +2.8% | +0.4% |
| 3M | -10.5% | +5.1% | -15.5% | -13.9% |
| 6M | -26.7% | +2.4% | -29.2% | -29.4% |
| YTD | -24.5% | +3.2% | -27.7% | -27.2% |
| 1Y | -18.6% | +1.5% | -20.1% | -22.9% |
| All | -18.6% | +3.4% | -21.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling