+877.3%
XLE vs NRG
+1,598.0%
-720.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | 0.0% | +9.3% | -9.3% | -3.2% |
| 30D | +12.6% | +1.3% | +11.4% | +11.6% |
| 3M | +11.8% | -6.0% | +17.8% | +11.9% |
| 6M | +16.1% | -22.0% | +38.0% | +22.1% |
| YTD | +46.9% | -24.1% | +71.0% | +54.5% |
| 1Y | +53.3% | -18.0% | +71.3% | +54.6% |
| 3Y | +54.9% | +220.0% | -165.1% | -16.5% |
| 5Y | +225.7% | +201.1% | +24.6% | +74.2% |
| 10Y | +170.7% | +1,085.1% | -914.4% | -24.7% |
| All | +877.3% | +1,598.0% | -720.7% | +167.5% |
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