-18.6%
NRG vs ZYBT
-83.2%
+64.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.2% | +7.6% | +6.4% |
| 7D | +7.1% | -6.9% | +14.0% | +7.1% |
| 30D | -1.4% | -31.8% | +30.4% | -1.3% |
| 3M | -10.5% | +94.0% | -104.4% | -11.5% |
| 6M | -26.7% | +99.0% | -125.8% | -28.1% |
| YTD | -24.5% | +40.0% | -64.5% | -25.6% |
| 1Y | -18.6% | -79.5% | +61.0% | -17.1% |
| All | -18.6% | -83.2% | +64.7% | -17.1% |
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