+14.7%
XLF vs NRG
-50.8%
+65.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -13.5% | +17.0% | +3.7% |
| 7D | +5.5% | -13.7% | +19.2% | +5.6% |
| 30D | +9.9% | -13.6% | +23.4% | +10.0% |
| 3M | +2.6% | -28.5% | +31.2% | +3.3% |
| 6M | +15.6% | -45.8% | +61.4% | +17.1% |
| YTD | +9.4% | -46.9% | +56.4% | +10.8% |
| 1Y | +14.7% | -49.7% | +64.4% | +16.8% |
| All | +14.7% | -50.8% | +65.5% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling