+223.9%
NXPI vs NRG
+1,083.9%
-860.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +4.0% |
| 7D | +3.9% | -4.7% | +8.5% | +5.4% |
| 30D | +1.4% | -6.0% | +7.3% | +3.0% |
| 3M | -21.5% | -8.0% | -13.6% | -20.7% |
| 6M | +19.4% | -23.2% | +42.6% | +26.4% |
| YTD | +9.9% | -28.1% | +38.0% | +18.2% |
| 1Y | +7.9% | -27.3% | +35.2% | +14.9% |
| 3Y | +22.7% | +208.7% | -186.0% | -24.3% |
| 5Y | +22.1% | +197.7% | -175.6% | -25.0% |
| All | +223.9% | +1,083.9% | -860.0% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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