-63.7%
W vs NRG
+190.1%
-253.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.6% | -1.2% |
| 7D | +0.5% | -0.2% | +0.7% | +0.5% |
| 30D | -5.6% | -6.8% | +1.2% | -2.8% |
| 3M | +41.9% | -7.1% | +49.0% | +40.0% |
| 6M | +30.2% | -27.6% | +57.8% | +43.9% |
| YTD | -2.9% | -29.2% | +26.3% | +7.4% |
| 1Y | +11.6% | -29.9% | +41.5% | +21.9% |
| 3Y | +37.0% | +198.7% | -161.7% | -42.6% |
| All | -63.7% | +190.1% | -253.8% | -84.2% |
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