-52.8%
NRG vs Z
-58.6%
+5.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.6% | +7.4% | -4.2% |
| 7D | -17.0% | -2.3% | -14.7% | -16.9% |
| 30D | -21.9% | +9.4% | -31.2% | -21.4% |
| 3M | -32.9% | -16.1% | -16.9% | -33.5% |
| 6M | -48.4% | -30.4% | -18.0% | -48.1% |
| YTD | -48.7% | -55.6% | +6.9% | -48.9% |
| 1Y | -52.8% | -58.5% | +5.7% | -52.4% |
| All | -52.8% | -58.6% | +5.8% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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