+248.8%
XLF vs NRG
+1,083.9%
-835.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.3% |
| 7D | -1.5% | -4.7% | +3.2% | -0.4% |
| 30D | -1.2% | -6.0% | +4.8% | -0.1% |
| 3M | +9.2% | -8.0% | +17.1% | +9.9% |
| 6M | +16.3% | -23.2% | +39.5% | +21.0% |
| YTD | +5.4% | -28.1% | +33.5% | +10.7% |
| 1Y | +7.6% | -27.3% | +34.9% | +11.9% |
| 3Y | +74.2% | +208.7% | -134.5% | +13.5% |
| 5Y | +66.1% | +197.7% | -131.5% | +7.0% |
| All | +248.8% | +1,083.9% | -835.1% | +83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling