+143.7%
XLC vs NRG
+323.4%
-179.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | +0.5% | -4.7% | +5.2% | +1.5% |
| 30D | +2.1% | -6.0% | +8.1% | +3.2% |
| 3M | +0.7% | -8.0% | +8.6% | +1.2% |
| 6M | -3.2% | -23.2% | +20.0% | +0.5% |
| YTD | -3.8% | -28.1% | +24.3% | +0.8% |
| 1Y | -2.0% | -27.3% | +25.2% | +1.7% |
| 3Y | +71.4% | +208.7% | -137.3% | +10.3% |
| 5Y | +40.7% | +197.7% | -157.0% | -10.4% |
| All | +143.7% | +323.4% | -179.7% | +29.6% |
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