-68.0%
XYZ vs NRG
+193.1%
-261.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.6% | +2.7% | +0.5% |
| 7D | -3.7% | +3.9% | -7.6% | -5.2% |
| 30D | +0.5% | -3.0% | +3.5% | +1.3% |
| 3M | +16.3% | -10.9% | +27.2% | +18.6% |
| 6M | +21.1% | -25.3% | +46.4% | +30.6% |
| YTD | +22.0% | -26.8% | +48.8% | +30.5% |
| 1Y | +5.2% | -23.3% | +28.4% | +8.5% |
| 3Y | +49.6% | +208.6% | -159.0% | -38.6% |
| All | -68.0% | +193.1% | -261.1% | -86.1% |
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