+680.1%
XLP vs NRG
+1,284.9%
-604.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.5% |
| 7D | +2.5% | +10.0% | -7.5% | +1.4% |
| 30D | +7.3% | -3.2% | +10.5% | +7.3% |
| 3M | +8.1% | -18.5% | +26.6% | +10.0% |
| 6M | +10.5% | -25.3% | +35.8% | +12.8% |
| YTD | +21.2% | -38.1% | +59.3% | +25.9% |
| 1Y | +22.7% | -40.7% | +63.4% | +28.0% |
| 3Y | +44.8% | +121.8% | -77.0% | +22.1% |
| 5Y | +44.7% | +209.2% | -164.5% | +14.9% |
| 10Y | +139.1% | +981.4% | -842.3% | +56.1% |
| All | +680.1% | +1,284.9% | -604.8% | +401.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling