-49.7%
NRG vs ZYBT
-42.3%
-7.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.2% | -15.8% | -13.5% |
| 7D | -13.7% | -3.5% | -10.2% | -13.7% |
| 30D | -13.6% | +15.1% | -28.7% | -13.6% |
| 3M | -28.5% | +7.0% | -35.5% | -28.6% |
| 6M | -45.8% | +37.7% | -83.5% | -45.3% |
| YTD | -46.9% | +19.1% | -66.1% | -48.9% |
| 1Y | -49.7% | -38.3% | -11.4% | -52.7% |
| All | -49.7% | -42.3% | -7.4% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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