-66.5%
U vs NRG
+194.8%
-261.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.6% | +2.9% | +3.9% |
| 7D | +5.5% | -4.7% | +10.2% | +7.4% |
| 30D | -1.3% | -6.0% | +4.7% | +0.5% |
| 3M | +64.6% | -8.0% | +72.5% | +65.2% |
| 6M | +119.4% | -23.2% | +142.5% | +134.0% |
| YTD | -0.5% | -28.1% | +27.6% | +7.5% |
| 1Y | +1.3% | -27.3% | +28.6% | +8.9% |
| 3Y | +15.6% | +208.7% | -193.0% | -45.4% |
| All | -66.5% | +194.8% | -261.3% | -80.8% |
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 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