+568.6%
XLB vs NRG
+1,537.4%
-968.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.1% |
| 7D | -2.9% | +3.9% | -6.8% | -4.1% |
| 30D | -3.4% | -3.0% | -0.4% | -2.8% |
| 3M | +1.6% | -10.9% | +12.5% | +3.4% |
| 6M | +3.6% | -25.3% | +28.9% | +9.9% |
| YTD | +14.2% | -26.8% | +41.1% | +21.2% |
| 1Y | +15.6% | -23.3% | +38.9% | +19.9% |
| 3Y | +33.1% | +208.6% | -175.5% | -15.1% |
| 5Y | +35.0% | +194.1% | -159.1% | -14.6% |
| 10Y | +164.5% | +1,123.6% | -959.0% | -1.1% |
| All | +568.6% | +1,537.4% | -968.7% | +139.5% |
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