+1,019.8%
EWT vs NRG
+1,510.3%
-490.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.4% |
| 7D | -1.1% | -4.7% | +3.5% | +0.1% |
| 30D | +4.5% | -6.0% | +10.4% | +5.9% |
| 3M | +8.3% | -8.0% | +16.2% | +9.6% |
| 6M | +54.2% | -23.2% | +77.4% | +62.7% |
| YTD | +74.6% | -28.1% | +102.6% | +86.6% |
| 1Y | +84.9% | -27.3% | +112.2% | +96.3% |
| 3Y | +197.5% | +208.7% | -11.1% | +106.6% |
| 5Y | +150.6% | +197.7% | -47.1% | +71.4% |
| 10Y | +516.1% | +1,103.3% | -587.3% | +161.9% |
| All | +1,019.8% | +1,510.3% | -490.5% | +309.9% |
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