+155.2%
W vs NRG
+1,083.9%
-928.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | -0.9% | -4.7% | +3.8% | +1.2% |
| 30D | -4.2% | -6.0% | +1.7% | -1.9% |
| 3M | +26.9% | -8.0% | +34.8% | +26.5% |
| 6M | +31.2% | -23.2% | +54.4% | +40.9% |
| YTD | -1.8% | -28.1% | +26.2% | +7.8% |
| 1Y | +9.3% | -27.3% | +36.6% | +17.6% |
| 3Y | +33.2% | +208.7% | -175.5% | -31.5% |
| 5Y | -62.4% | +197.7% | -260.1% | -80.4% |
| All | +155.2% | +1,083.9% | -928.7% | -5.1% |
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