+12.3%
QQQ vs NRG
-50.8%
+63.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.5% | +14.5% | +2.6% |
| 7D | -4.6% | -13.7% | +9.1% | -3.0% |
| 30D | -8.5% | -13.6% | +5.1% | -7.0% |
| 3M | -4.3% | -28.5% | +24.2% | -0.5% |
| 6M | +3.1% | -45.8% | +48.8% | +10.5% |
| YTD | +13.0% | -46.9% | +60.0% | +20.5% |
| 1Y | +12.3% | -49.7% | +62.0% | +20.7% |
| All | +12.3% | -50.8% | +63.1% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling