+3,290.8%
EW vs NRG
+1,598.0%
+1,692.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.5% | -4.1% | -3.6% |
| 7D | -4.4% | +9.3% | -13.7% | -6.1% |
| 30D | -3.3% | +1.3% | -4.6% | -3.7% |
| 3M | +1.0% | -6.0% | +7.0% | +1.3% |
| 6M | +6.2% | -22.0% | +28.2% | +9.7% |
| YTD | +1.7% | -24.1% | +25.9% | +5.2% |
| 1Y | +8.1% | -18.0% | +26.1% | +9.5% |
| 3Y | +17.1% | +220.0% | -203.0% | -13.5% |
| 5Y | -29.4% | +201.1% | -230.5% | -47.9% |
| 10Y | +121.7% | +1,085.1% | -963.4% | +24.2% |
| All | +3,290.8% | +1,598.0% | +1,692.8% | +1,674.9% |
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