+203.7%
NRG vs Z
-39.0%
+242.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.8% |
| 7D | -0.2% | -11.6% | +11.4% | +1.6% |
| 30D | -6.8% | -8.5% | +1.7% | -5.8% |
| 3M | -7.1% | -7.9% | +0.8% | -6.8% |
| 6M | -27.6% | -29.1% | +1.5% | -23.8% |
| YTD | -29.2% | -54.2% | +25.0% | -19.4% |
| 1Y | -29.9% | -63.5% | +33.7% | -16.4% |
| All | +203.7% | -39.0% | +242.7% | +214.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling