+960.1%
EWY vs NRG
+1,510.3%
-550.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.6% | +1.6% | +2.7% |
| 7D | -0.1% | -4.7% | +4.6% | +1.5% |
| 30D | +7.3% | -6.0% | +13.3% | +9.4% |
| 3M | -5.1% | -8.0% | +2.8% | -3.2% |
| 6M | +42.1% | -23.2% | +65.2% | +53.3% |
| YTD | +94.1% | -28.1% | +122.2% | +113.8% |
| 1Y | +147.8% | -27.3% | +175.1% | +170.6% |
| 3Y | +222.9% | +208.7% | +14.3% | +103.6% |
| 5Y | +150.6% | +197.7% | -47.0% | +55.1% |
| 10Y | +304.4% | +1,103.3% | -798.9% | +37.0% |
| All | +960.1% | +1,510.3% | -550.2% | +235.4% |
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