+128.5%
EEM vs NRG
+1,083.9%
-955.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.9% |
| 7D | -1.3% | -4.7% | +3.4% | -0.3% |
| 30D | +2.1% | -6.0% | +8.0% | +3.2% |
| 3M | +1.0% | -8.0% | +9.0% | +2.0% |
| 6M | +15.9% | -23.2% | +39.1% | +20.9% |
| YTD | +24.6% | -28.1% | +52.7% | +31.4% |
| 1Y | +32.3% | -27.3% | +59.5% | +38.6% |
| 3Y | +85.9% | +208.7% | -122.7% | +35.8% |
| 5Y | +45.4% | +197.7% | -152.3% | +4.9% |
| All | +128.5% | +1,083.9% | -955.4% | +29.0% |
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 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