+2,276.4%
QQQ vs NRG
+1,510.3%
+766.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -0.6% | -4.7% | +4.1% | +0.5% |
| 30D | -1.2% | -6.0% | +4.7% | 0.0% |
| 3M | -0.2% | -8.0% | +7.7% | +0.7% |
| 6M | +17.9% | -23.2% | +41.1% | +23.4% |
| YTD | +16.6% | -28.1% | +44.7% | +23.3% |
| 1Y | +23.0% | -27.3% | +50.2% | +29.2% |
| 3Y | +92.9% | +208.7% | -115.7% | +36.9% |
| 5Y | +95.6% | +197.7% | -102.0% | +37.7% |
| 10Y | +570.4% | +1,103.3% | -533.0% | +222.2% |
| All | +2,276.4% | +1,510.3% | +766.2% | +999.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling