+42.7%
XLP vs NRG
+217.3%
-174.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -0.2% | +21.7% | -21.9% | -0.7% |
| 30D | +8.2% | -8.1% | +16.2% | +8.4% |
| 3M | +7.7% | -18.3% | +26.1% | +8.4% |
| 6M | +9.3% | -28.0% | +37.3% | +10.3% |
| YTD | +19.5% | -37.5% | +57.0% | +21.2% |
| 1Y | +21.0% | -41.1% | +62.1% | +23.0% |
| 3Y | +43.2% | +126.6% | -83.4% | +20.7% |
| 5Y | +42.7% | +212.3% | -169.6% | +8.7% |
| All | +42.7% | +217.3% | -174.6% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling