+1,065.2%
NRG vs Z
-2.5%
+1,067.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.0% | -2.4% | +1.1% |
| 7D | -4.7% | -6.0% | +1.4% | -3.9% |
| 30D | -6.0% | -2.3% | -3.7% | -5.9% |
| 3M | -8.0% | -0.6% | -7.3% | -8.6% |
| 6M | -23.2% | -27.6% | +4.5% | -20.4% |
| YTD | -28.1% | -52.4% | +24.3% | -21.4% |
| 1Y | -27.3% | -63.6% | +36.3% | -17.7% |
| 3Y | +208.7% | -36.4% | +245.0% | +217.6% |
| 5Y | +197.7% | -64.6% | +262.3% | +215.2% |
| All | +1,065.2% | -2.5% | +1,067.6% | +855.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling