+69.4%
EMR vs NRG
+194.8%
-125.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.2% |
| 7D | -0.4% | -4.7% | +4.3% | +0.8% |
| 30D | -6.8% | -6.0% | -0.8% | -5.4% |
| 3M | +7.5% | -8.0% | +15.4% | +8.5% |
| 6M | +9.9% | -23.2% | +33.0% | +15.7% |
| YTD | +16.0% | -28.1% | +44.0% | +23.7% |
| 1Y | +12.4% | -27.3% | +39.7% | +18.9% |
| 3Y | +60.2% | +208.7% | -148.4% | +7.7% |
| All | +69.4% | +194.8% | -125.4% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling