+17.2%
XLI vs NRG
-18.6%
+35.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -0.6% |
| 7D | -1.1% | +7.1% | -8.2% | -2.1% |
| 30D | -5.9% | -1.4% | -4.5% | -5.8% |
| 3M | -0.3% | -10.5% | +10.2% | +0.6% |
| 6M | +0.1% | -26.7% | +26.9% | +3.8% |
| YTD | +13.6% | -24.5% | +38.1% | +16.9% |
| 1Y | +17.2% | -18.6% | +35.7% | +20.9% |
| All | +17.2% | -18.6% | +35.8% | +20.9% |
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 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