+192.9%
NRG vs Z
-66.6%
+259.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.5% | -2.9% |
| 7D | -0.2% | -11.6% | +11.4% | +1.3% |
| 30D | -6.8% | -8.5% | +1.7% | -6.0% |
| 3M | -7.1% | -7.9% | +0.8% | -6.8% |
| 6M | -27.6% | -29.1% | +1.5% | -24.8% |
| YTD | -29.2% | -54.2% | +25.0% | -22.2% |
| 1Y | -29.9% | -63.5% | +33.7% | -20.5% |
| 3Y | +198.7% | -38.6% | +237.3% | +211.0% |
| 5Y | +192.9% | -66.0% | +258.9% | +188.7% |
| All | +192.9% | -66.6% | +259.5% | +188.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling