+513.6%
EWT vs NRG
+1,083.9%
-570.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.5% |
| 7D | -1.1% | -4.7% | +3.5% | -0.1% |
| 30D | +4.5% | -6.0% | +10.4% | +5.6% |
| 3M | +8.3% | -8.0% | +16.2% | +9.3% |
| 6M | +54.2% | -23.2% | +77.4% | +61.2% |
| YTD | +74.6% | -28.1% | +102.6% | +84.5% |
| 1Y | +84.9% | -27.3% | +112.2% | +94.4% |
| 3Y | +197.5% | +208.7% | -11.1% | +125.8% |
| 5Y | +150.6% | +197.7% | -47.1% | +88.5% |
| All | +513.6% | +1,083.9% | -570.3% | +280.5% |
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