+62.6%
XYZ vs NRG
+123.8%
-61.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.0% |
| 7D | -1.1% | +10.0% | -11.0% | -3.1% |
| 30D | +11.5% | -3.2% | +14.7% | +11.5% |
| 3M | +1.8% | -18.5% | +20.3% | +5.9% |
| 6M | +21.2% | -25.3% | +46.5% | +26.9% |
| YTD | +29.9% | -38.1% | +68.1% | +40.9% |
| 1Y | +35.8% | -40.7% | +76.5% | +49.0% |
| 3Y | +62.6% | +121.8% | -59.2% | +17.0% |
| All | +62.6% | +123.8% | -61.3% | +17.0% |
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