+370.3%
EFA vs NRG
+1,510.3%
-1,139.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -1.5% | -4.7% | +3.1% | -0.4% |
| 30D | -1.7% | -6.0% | +4.3% | -0.4% |
| 3M | +3.5% | -8.0% | +11.4% | +4.4% |
| 6M | +9.5% | -23.2% | +32.6% | +14.9% |
| YTD | +12.9% | -28.1% | +40.9% | +19.8% |
| 1Y | +18.2% | -27.3% | +45.5% | +24.3% |
| 3Y | +64.8% | +208.7% | -143.8% | +10.5% |
| 5Y | +53.9% | +197.7% | -143.8% | +1.6% |
| 10Y | +144.8% | +1,103.3% | -958.6% | -1.2% |
| All | +370.3% | +1,510.3% | -1,139.9% | +90.5% |
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