+609.8%
XLP vs NRG
+1,589.2%
-979.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.2% | -1.5% |
| 7D | -1.0% | +7.1% | -8.1% | -1.8% |
| 30D | -0.9% | -1.4% | +0.5% | -0.8% |
| 3M | +3.8% | -10.5% | +14.3% | +4.5% |
| 6M | -1.7% | -26.7% | +25.0% | +0.9% |
| YTD | +10.3% | -24.5% | +34.8% | +12.6% |
| 1Y | +7.8% | -18.6% | +26.4% | +8.5% |
| 3Y | +27.2% | +227.1% | -199.9% | +2.4% |
| 5Y | +32.5% | +198.8% | -166.2% | +6.7% |
| 10Y | +101.8% | +1,122.3% | -1,020.5% | +30.3% |
| All | +609.8% | +1,589.2% | -979.4% | +347.9% |
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 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