+730.6%
XLV vs NRG
+1,510.3%
-779.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -3.6% | -4.7% | +1.1% | -2.8% |
| 30D | -1.8% | -6.0% | +4.1% | -1.0% |
| 3M | +7.8% | -8.0% | +15.7% | +8.3% |
| 6M | +9.1% | -23.2% | +32.3% | +12.4% |
| YTD | +7.7% | -28.1% | +35.8% | +11.7% |
| 1Y | +20.4% | -27.3% | +47.7% | +24.0% |
| 3Y | +30.8% | +208.7% | -177.9% | -0.1% |
| 5Y | +34.6% | +197.7% | -163.0% | +1.9% |
| 10Y | +173.4% | +1,103.3% | -930.0% | +55.7% |
| All | +730.6% | +1,510.3% | -779.7% | +380.8% |
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 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