-29.3%
EW vs NRG
+194.8%
-224.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.0% |
| 7D | -6.2% | -4.7% | -1.5% | -5.5% |
| 30D | -9.3% | -6.0% | -3.4% | -8.6% |
| 3M | -1.6% | -8.0% | +6.3% | -1.2% |
| 6M | -0.8% | -23.2% | +22.3% | +2.1% |
| YTD | -1.0% | -28.1% | +27.0% | +2.8% |
| 1Y | +8.2% | -27.3% | +35.4% | +11.4% |
| 3Y | +12.7% | +208.7% | -196.0% | -23.9% |
| All | -29.3% | +194.8% | -224.1% | -51.6% |
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 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