-35.7%
U vs NRG
+340.3%
-376.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.9% |
| 7D | +5.5% | -4.7% | +10.2% | +7.2% |
| 30D | -1.3% | -6.0% | +4.7% | +0.4% |
| 3M | +64.6% | -8.0% | +72.5% | +65.3% |
| 6M | +119.4% | -23.2% | +142.5% | +132.8% |
| YTD | -0.5% | -28.1% | +27.6% | +6.9% |
| 1Y | +1.3% | -27.3% | +28.6% | +8.4% |
| 3Y | +15.6% | +208.7% | -193.0% | -33.7% |
| 5Y | -67.5% | +197.7% | -265.1% | -80.9% |
| All | -35.7% | +340.3% | -376.0% | -54.6% |
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 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