+307.5%
XLF vs NRG
+1,510.3%
-1,202.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.2% |
| 7D | -1.5% | -4.7% | +3.2% | -0.1% |
| 30D | -1.2% | -6.0% | +4.8% | +0.2% |
| 3M | +9.2% | -8.0% | +17.1% | +10.1% |
| 6M | +16.3% | -23.2% | +39.5% | +22.2% |
| YTD | +5.4% | -28.1% | +33.5% | +12.0% |
| 1Y | +7.6% | -27.3% | +34.9% | +13.0% |
| 3Y | +74.2% | +208.7% | -134.5% | +8.1% |
| 5Y | +66.1% | +197.7% | -131.5% | +1.8% |
| 10Y | +252.8% | +1,103.3% | -850.6% | +27.1% |
| All | +307.5% | +1,510.3% | -1,202.8% | +56.4% |
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 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