+164.3%
EWY vs NRG
-18.6%
+182.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +1.7% |
| 7D | +4.8% | +7.1% | -2.3% | +1.6% |
| 30D | +11.7% | -1.4% | +13.1% | +12.2% |
| 3M | -7.4% | -10.5% | +3.1% | -4.1% |
| 6M | +40.6% | -26.7% | +67.3% | +57.9% |
| YTD | +94.3% | -24.5% | +118.8% | +116.5% |
| 1Y | +164.3% | -18.6% | +182.8% | +192.8% |
| All | +164.3% | -18.6% | +182.9% | +192.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling