+35.5%
XLV vs NRG
+194.8%
-159.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -3.6% | -4.7% | +1.1% | -3.2% |
| 30D | -1.8% | -6.0% | +4.1% | -1.4% |
| 3M | +7.8% | -8.0% | +15.7% | +8.0% |
| 6M | +9.1% | -23.2% | +32.3% | +11.0% |
| YTD | +7.7% | -28.1% | +35.8% | +10.1% |
| 1Y | +20.4% | -27.3% | +47.7% | +22.5% |
| 3Y | +30.8% | +208.7% | -177.9% | +1.3% |
| All | +35.5% | +194.8% | -159.3% | +6.8% |
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