+1,554.1%
TER vs NRG
+1,537.4%
+16.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +4.5% |
| 7D | +12.4% | +3.9% | +8.5% | +10.7% |
| 30D | +5.1% | -3.0% | +8.1% | +6.1% |
| 3M | +4.0% | -10.9% | +14.9% | +7.9% |
| 6M | +29.5% | -25.3% | +54.8% | +44.4% |
| YTD | +98.5% | -26.8% | +125.3% | +123.2% |
| 1Y | +234.1% | -23.3% | +257.4% | +270.5% |
| 3Y | +289.0% | +208.6% | +80.4% | +149.5% |
| 5Y | +228.2% | +194.1% | +34.0% | +110.1% |
| 10Y | +1,895.7% | +1,123.6% | +772.1% | +612.8% |
| All | +1,554.1% | +1,537.4% | +16.7% | +454.6% |
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