+70.3%
T vs NRG
+1,083.9%
-1,013.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.8% |
| 7D | +1.5% | -4.7% | +6.2% | +2.0% |
| 30D | +7.5% | -6.0% | +13.4% | +8.1% |
| 3M | +14.8% | -8.0% | +22.8% | +15.3% |
| 6M | -1.7% | -23.2% | +21.4% | +0.3% |
| YTD | +8.7% | -28.1% | +36.7% | +11.4% |
| 1Y | -7.5% | -27.3% | +19.8% | -5.6% |
| 3Y | +110.2% | +208.7% | -98.4% | +60.3% |
| 5Y | +71.6% | +197.7% | -126.0% | +29.5% |
| All | +70.3% | +1,083.9% | -1,013.7% | +7.7% |
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 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