+547.1%
XYZ vs NRG
+904.5%
-357.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.1% |
| 7D | -1.1% | +10.0% | -11.0% | -4.0% |
| 30D | +11.5% | -3.2% | +14.7% | +11.3% |
| 3M | +1.8% | -18.5% | +20.3% | +6.7% |
| 6M | +21.2% | -25.3% | +46.5% | +28.4% |
| YTD | +29.9% | -38.1% | +68.1% | +43.5% |
| 1Y | +35.8% | -40.7% | +76.5% | +51.8% |
| 3Y | +62.6% | +121.8% | -59.2% | +8.1% |
| 5Y | -62.8% | +209.2% | -272.0% | -77.7% |
| 10Y | +612.0% | +981.4% | -369.4% | +264.4% |
| All | +547.1% | +904.5% | -357.4% | +234.8% |
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