+588.6%
NRG vs XRT
+501.1%
+87.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.7% |
| 7D | +9.3% | -0.3% | +9.5% | +9.4% |
| 30D | +1.3% | -5.6% | +6.9% | +4.6% |
| 3M | -6.0% | +2.5% | -8.5% | -7.8% |
| 6M | -22.0% | +3.7% | -25.6% | -23.9% |
| YTD | -24.1% | +1.0% | -25.1% | -24.9% |
| 1Y | -18.0% | -1.2% | -16.8% | -18.2% |
| 3Y | +220.0% | +43.4% | +176.7% | +158.4% |
| 5Y | +201.1% | -0.7% | +201.9% | +185.4% |
| 10Y | +1,085.1% | +123.7% | +961.4% | +531.7% |
| All | +588.6% | +501.1% | +87.6% | +89.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling