-27.3%
NRG vs XRT
-1.4%
-25.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | -4.7% | -3.2% | -1.5% | -3.2% |
| 30D | -6.0% | -4.5% | -1.5% | -3.9% |
| 3M | -8.0% | -3.1% | -4.9% | -7.5% |
| 6M | -23.2% | +4.2% | -27.4% | -26.9% |
| YTD | -28.1% | -0.1% | -28.0% | -29.7% |
| 1Y | -27.3% | -3.0% | -24.2% | -28.8% |
| All | -27.3% | -1.4% | -25.8% | -28.8% |
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