+921.9%
XLI vs NRG
+1,484.6%
-562.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -8.2% | -6.8% | -1.4% | -6.7% |
| 3M | +0.8% | -7.1% | +7.9% | +1.5% |
| 6M | +0.8% | -27.6% | +28.4% | +7.4% |
| YTD | +10.5% | -29.2% | +39.7% | +17.9% |
| 1Y | +14.1% | -29.9% | +44.0% | +21.3% |
| 3Y | +68.6% | +198.7% | -130.1% | +16.6% |
| 5Y | +80.4% | +192.9% | -112.5% | +22.9% |
| 10Y | +254.6% | +1,084.1% | -829.5% | +59.5% |
| All | +921.9% | +1,484.6% | -562.7% | +359.1% |
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 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