+216.4%
TER vs NRG
+194.8%
+21.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +1.8% |
| 7D | +6.4% | -4.7% | +11.0% | +8.8% |
| 30D | -5.7% | -6.0% | +0.3% | -3.2% |
| 3M | -0.4% | -8.0% | +7.6% | +2.3% |
| 6M | +25.8% | -23.2% | +49.0% | +41.9% |
| YTD | +96.4% | -28.1% | +124.5% | +128.0% |
| 1Y | +229.2% | -27.3% | +256.5% | +282.4% |
| 3Y | +288.1% | +208.7% | +79.5% | +131.7% |
| All | +216.4% | +194.8% | +21.6% | +97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling