+15.0%
EEM vs NRG
-50.8%
+65.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -13.5% | +14.4% | +3.5% |
| 7D | -3.0% | -13.7% | +10.7% | -0.4% |
| 30D | -10.3% | -13.6% | +3.2% | -8.2% |
| 3M | -6.6% | -28.5% | +21.9% | -0.6% |
| 6M | -3.4% | -45.8% | +42.4% | +8.3% |
| YTD | +13.2% | -46.9% | +60.2% | +27.2% |
| 1Y | +15.0% | -49.7% | +64.7% | +29.7% |
| All | +15.0% | -50.8% | +65.8% | +29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling