+25.7%
EMR vs NRG
-50.8%
+76.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.5% | +15.9% | +4.7% |
| 7D | +1.6% | -13.7% | +15.3% | +3.9% |
| 30D | +5.0% | -13.6% | +18.6% | +7.1% |
| 3M | +7.7% | -28.5% | +36.2% | +14.0% |
| 6M | +26.8% | -45.8% | +72.5% | +40.0% |
| YTD | +29.9% | -46.9% | +76.8% | +43.3% |
| 1Y | +25.7% | -49.7% | +75.4% | +40.2% |
| All | +25.7% | -50.8% | +76.5% | +40.2% |
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