+165.0%
W vs NRG
+399.3%
-234.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.3% |
| 7D | +6.5% | +9.3% | -2.8% | +2.9% |
| 30D | -6.2% | +1.3% | -7.5% | -6.8% |
| 3M | +48.9% | -6.0% | +54.9% | +47.8% |
| 6M | +31.2% | -22.0% | +53.2% | +39.2% |
| YTD | -0.4% | -24.1% | +23.7% | +6.2% |
| 1Y | +14.8% | -18.0% | +32.9% | +17.0% |
| 3Y | +40.5% | +220.0% | -179.5% | -18.8% |
| 5Y | -62.1% | +201.1% | -263.2% | -77.7% |
| 10Y | +141.5% | +1,085.1% | -943.6% | -1.1% |
| All | +165.0% | +399.3% | -234.2% | +30.8% |
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 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