+2,417.0%
XLK vs NRG
+1,510.3%
+906.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +0.2% | -4.7% | +4.9% | +1.4% |
| 30D | -0.6% | -6.0% | +5.3% | +0.7% |
| 3M | +2.6% | -8.0% | +10.5% | +3.6% |
| 6M | +34.0% | -23.2% | +57.1% | +40.6% |
| YTD | +30.7% | -28.1% | +58.7% | +38.8% |
| 1Y | +39.2% | -27.3% | +66.5% | +46.9% |
| 3Y | +120.4% | +208.7% | -88.2% | +56.4% |
| 5Y | +148.8% | +197.7% | -48.9% | +75.3% |
| 10Y | +803.3% | +1,103.3% | -300.0% | +340.0% |
| All | +2,417.0% | +1,510.3% | +906.7% | +1,084.1% |
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