+102.4%
XLP vs NRG
+1,065.0%
-962.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.3% | +0.4% |
| 7D | -2.5% | -0.2% | -2.4% | -2.6% |
| 30D | -1.9% | -6.8% | +4.9% | -1.3% |
| 3M | -2.1% | -7.1% | +5.0% | -2.0% |
| 6M | -1.8% | -27.6% | +25.7% | +0.6% |
| YTD | +8.3% | -29.2% | +37.5% | +11.0% |
| 1Y | +6.8% | -29.9% | +36.7% | +9.2% |
| 3Y | +25.7% | +198.7% | -172.9% | -0.3% |
| 5Y | +31.9% | +192.9% | -161.0% | +3.4% |
| All | +102.4% | +1,065.0% | -962.6% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling