+273.0%
EMR vs NRG
+1,083.9%
-810.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.1% |
| 7D | -0.4% | -4.7% | +4.3% | +1.0% |
| 30D | -6.8% | -6.0% | -0.8% | -5.3% |
| 3M | +7.5% | -8.0% | +15.4% | +8.7% |
| 6M | +9.9% | -23.2% | +33.0% | +16.4% |
| YTD | +16.0% | -28.1% | +44.0% | +24.6% |
| 1Y | +12.4% | -27.3% | +39.7% | +19.7% |
| 3Y | +60.2% | +208.7% | -148.4% | +2.6% |
| 5Y | +67.9% | +197.7% | -129.8% | +5.9% |
| All | +273.0% | +1,083.9% | -810.9% | +88.2% |
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 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