+46.3%
XLU vs NRG
+203.5%
-157.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.6% | -4.7% | +3.1% | -0.9% |
| 30D | -3.3% | -6.0% | +2.7% | -2.5% |
| 3M | -3.2% | -8.0% | +4.8% | -2.6% |
| 6M | -7.0% | -23.2% | +16.2% | -4.0% |
| YTD | +0.6% | -28.1% | +28.7% | +4.7% |
| 1Y | +2.4% | -27.3% | +29.7% | +6.1% |
| 3Y | +46.3% | +208.7% | -162.4% | -4.0% |
| All | +46.3% | +203.5% | -157.2% | -4.0% |
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