+177.8%
XLE vs NRG
+1,083.9%
-906.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +1.7% | -4.7% | +6.4% | +2.9% |
| 30D | +6.7% | -6.0% | +12.7% | +8.1% |
| 3M | +14.9% | -8.0% | +22.8% | +15.7% |
| 6M | +15.9% | -23.2% | +39.1% | +21.0% |
| YTD | +47.7% | -28.1% | +75.8% | +55.9% |
| 1Y | +50.7% | -27.3% | +78.0% | +57.1% |
| 3Y | +57.9% | +208.7% | -150.8% | -6.9% |
| 5Y | +227.0% | +197.7% | +29.4% | +90.2% |
| All | +177.8% | +1,083.9% | -906.1% | +21.9% |
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 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