+886.0%
XLE vs NRG
+1,284.9%
-398.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | +5.4% | +10.0% | -4.6% | +1.8% |
| 30D | -3.9% | -3.2% | -0.7% | -3.6% |
| 3M | +7.0% | -18.5% | +25.5% | +12.9% |
| 6M | +14.2% | -25.3% | +39.5% | +21.5% |
| YTD | +48.2% | -38.1% | +86.3% | +65.2% |
| 1Y | +47.7% | -40.7% | +88.4% | +66.4% |
| 3Y | +70.0% | +121.8% | -51.8% | +4.0% |
| 5Y | +169.1% | +209.2% | -40.1% | +39.3% |
| 10Y | +180.7% | +981.4% | -800.6% | -20.2% |
| All | +886.0% | +1,284.9% | -398.9% | +185.9% |
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 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