+43.2%
TER vs NRG
-50.8%
+94.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -13.5% | +6.7% | +1.8% |
| 7D | -19.9% | -13.7% | -6.2% | -12.2% |
| 30D | -43.5% | -13.6% | -30.0% | -38.7% |
| 3M | -37.8% | -28.5% | -9.3% | -23.7% |
| 6M | -25.6% | -45.8% | +20.2% | +10.0% |
| YTD | +29.8% | -46.9% | +76.8% | +92.8% |
| 1Y | +43.2% | -49.7% | +92.9% | +121.7% |
| All | +43.2% | -50.8% | +94.0% | +121.7% |
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