+1,065.2%
NRG vs XRT
+128.2%
+937.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -4.7% | -3.2% | -1.5% | -3.2% |
| 30D | -6.0% | -4.5% | -1.5% | -3.8% |
| 3M | -8.0% | -3.1% | -4.9% | -7.0% |
| 6M | -23.2% | +4.2% | -27.4% | -25.0% |
| YTD | -28.1% | -0.1% | -28.0% | -28.3% |
| 1Y | -27.3% | -3.0% | -24.2% | -26.6% |
| 3Y | +208.7% | +41.8% | +166.9% | +158.4% |
| 5Y | +197.7% | -1.3% | +198.9% | +185.2% |
| All | +1,065.2% | +128.2% | +937.0% | +525.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling