+597.9%
XYZ vs NRG
+1,065.0%
-467.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.8% |
| 7D | -5.2% | -0.2% | -5.0% | -5.3% |
| 30D | 0.0% | -6.8% | +6.8% | +2.3% |
| 3M | +18.7% | -7.1% | +25.8% | +19.3% |
| 6M | +20.5% | -27.6% | +48.1% | +31.4% |
| YTD | +21.5% | -29.2% | +50.7% | +31.7% |
| 1Y | +7.2% | -29.9% | +37.1% | +15.7% |
| 3Y | +49.0% | +198.7% | -149.7% | -20.5% |
| 5Y | -68.1% | +192.9% | -261.0% | -82.9% |
| All | +597.9% | +1,065.0% | -467.2% | +180.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling