+34.0%
XLB vs NRG
+194.8%
-160.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -2.8% | -4.7% | +1.8% | -2.1% |
| 30D | -3.1% | -6.0% | +2.9% | -2.2% |
| 3M | -0.2% | -8.0% | +7.8% | +0.3% |
| 6M | +3.1% | -23.2% | +26.2% | +6.5% |
| YTD | +13.3% | -28.1% | +41.3% | +18.1% |
| 1Y | +12.0% | -27.3% | +39.3% | +16.0% |
| 3Y | +31.4% | +208.7% | -177.3% | -11.0% |
| All | +34.0% | +194.8% | -160.8% | -6.9% |
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