+166.9%
XLE vs NRG
+206.1%
-39.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.1% |
| 7D | +5.4% | +10.0% | -4.6% | +3.8% |
| 30D | -3.9% | -3.2% | -0.7% | -3.7% |
| 3M | +7.0% | -18.5% | +25.5% | +9.7% |
| 6M | +14.2% | -25.3% | +39.5% | +17.7% |
| YTD | +48.2% | -38.1% | +86.3% | +56.6% |
| 1Y | +47.7% | -40.7% | +88.4% | +57.1% |
| 3Y | +70.0% | +121.8% | -51.8% | +17.6% |
| All | +166.9% | +206.1% | -39.2% | +58.4% |
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