+57.4%
XLE vs NRG
+198.7%
-141.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | +0.5% | -0.2% | +0.6% | +0.5% |
| 30D | +6.6% | -6.8% | +13.4% | +7.2% |
| 3M | +12.3% | -7.1% | +19.4% | +12.4% |
| 6M | +18.4% | -27.6% | +46.0% | +21.7% |
| YTD | +47.2% | -29.2% | +76.4% | +51.3% |
| 1Y | +50.3% | -29.9% | +80.2% | +53.9% |
| All | +57.4% | +198.7% | -141.3% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling