+507.0%
EEM vs NRG
+1,484.6%
-977.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.1% | -1.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +2.4% | -6.8% | +9.2% | +4.4% |
| 3M | +4.2% | -7.1% | +11.3% | +5.3% |
| 6M | +14.8% | -27.6% | +42.3% | +24.6% |
| YTD | +23.1% | -29.2% | +52.3% | +34.0% |
| 1Y | +32.5% | -29.9% | +62.4% | +43.7% |
| 3Y | +85.9% | +198.7% | -112.8% | +13.6% |
| 5Y | +43.6% | +192.9% | -149.3% | -15.0% |
| 10Y | +127.2% | +1,084.1% | -956.9% | -30.8% |
| All | +507.0% | +1,484.6% | -977.5% | +83.0% |
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 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