+203.7%
NRG vs XRT
+39.2%
+164.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.7% |
| 7D | -0.2% | -3.6% | +3.4% | +2.1% |
| 30D | -6.8% | -6.7% | -0.1% | -2.8% |
| 3M | -7.1% | -1.4% | -5.7% | -7.1% |
| 6M | -27.6% | +1.7% | -29.3% | -29.1% |
| YTD | -29.2% | -1.5% | -27.7% | -29.3% |
| 1Y | -29.9% | -2.5% | -27.4% | -29.7% |
| All | +203.7% | +39.2% | +164.5% | +147.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling