+5.7%
XLP vs NRG
-21.3%
+27.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.3% |
| 7D | -2.9% | +3.9% | -6.8% | -2.7% |
| 30D | -2.2% | -3.0% | +0.7% | -2.3% |
| 3M | -0.6% | -10.9% | +10.3% | -0.9% |
| 6M | -2.2% | -25.3% | +23.1% | -2.6% |
| YTD | +8.3% | -26.8% | +35.1% | +7.9% |
| 1Y | +5.7% | -23.3% | +29.0% | +6.5% |
| All | +5.7% | -21.3% | +27.1% | +6.5% |
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