+877.1%
XLY vs NRG
+1,510.3%
-633.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | -1.7% | -4.7% | +3.0% | -0.6% |
| 30D | -4.2% | -6.0% | +1.8% | -3.1% |
| 3M | -2.7% | -8.0% | +5.3% | -1.9% |
| 6M | -0.6% | -23.2% | +22.5% | +3.7% |
| YTD | -5.0% | -28.1% | +23.0% | +0.1% |
| 1Y | -4.1% | -27.3% | +23.2% | +0.3% |
| 3Y | +33.6% | +208.7% | -175.1% | -5.4% |
| 5Y | +28.7% | +197.7% | -168.9% | -9.6% |
| 10Y | +219.6% | +1,103.3% | -883.7% | +54.9% |
| All | +877.1% | +1,510.3% | -633.2% | +360.9% |
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