+24.6%
XLP vs NRG
+208.6%
-184.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.4% | -1.2% |
| 7D | -2.9% | +3.9% | -6.8% | -2.9% |
| 30D | -2.2% | -3.0% | +0.7% | -2.2% |
| 3M | -0.6% | -10.9% | +10.3% | -0.7% |
| 6M | -2.2% | -25.3% | +23.1% | -2.1% |
| YTD | +8.3% | -26.8% | +35.1% | +8.3% |
| 1Y | +5.7% | -23.3% | +29.0% | +5.7% |
| All | +24.6% | +208.6% | -184.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling