+24.3%
XLP vs NRG
-50.8%
+75.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -13.5% | +16.9% | +2.7% |
| 7D | +5.9% | -13.7% | +19.6% | +5.2% |
| 30D | +13.5% | -13.6% | +27.0% | +12.6% |
| 3M | +8.4% | -28.5% | +36.9% | +7.2% |
| 6M | +11.5% | -45.8% | +57.3% | +10.4% |
| YTD | +20.6% | -46.9% | +67.6% | +19.5% |
| 1Y | +24.3% | -49.7% | +74.0% | +23.0% |
| All | +24.3% | -50.8% | +75.1% | +23.0% |
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