+16.9%
EFA vs NRG
-50.8%
+67.7%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -13.5% | +16.1% | +4.0% |
| 7D | +2.0% | -13.7% | +15.7% | +3.4% |
| 30D | +1.6% | -13.6% | +15.2% | +2.9% |
| 3M | -1.5% | -28.5% | +27.0% | +2.1% |
| 6M | +6.6% | -45.8% | +52.4% | +14.3% |
| YTD | +11.8% | -46.9% | +58.8% | +19.8% |
| 1Y | +16.9% | -49.7% | +66.6% | +25.6% |
| All | +16.9% | -50.8% | +67.7% | +25.6% |
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