+147.8%
EWY vs NRG
-28.9%
+176.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.5% |
| 7D | -0.1% | -4.7% | +4.6% | +2.1% |
| 30D | +7.3% | -6.0% | +13.3% | +10.1% |
| 3M | -5.1% | -8.0% | +2.8% | -3.2% |
| 6M | +42.1% | -23.2% | +65.2% | +56.6% |
| YTD | +94.1% | -28.1% | +122.2% | +121.4% |
| 1Y | +147.8% | -27.3% | +175.1% | +183.7% |
| All | +147.8% | -28.9% | +176.7% | +183.7% |
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