+229.2%
TER vs NRG
-28.9%
+258.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.4% |
| 7D | +6.4% | -4.7% | +11.0% | +9.9% |
| 30D | -5.7% | -6.0% | +0.3% | -2.1% |
| 3M | -0.4% | -8.0% | +7.6% | +1.7% |
| 6M | +25.8% | -23.2% | +49.0% | +49.4% |
| YTD | +96.4% | -28.1% | +124.5% | +143.8% |
| 1Y | +229.2% | -27.3% | +256.5% | +314.8% |
| All | +229.2% | -28.9% | +258.1% | +314.8% |
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