+91.2%
EWZ vs NRG
+1,065.0%
-973.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +2.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +13.5% | -6.8% | +20.3% | +15.3% |
| 3M | +15.2% | -7.1% | +22.4% | +16.2% |
| 6M | +3.7% | -27.6% | +31.3% | +11.1% |
| YTD | +22.5% | -29.2% | +51.7% | +31.6% |
| 1Y | +35.3% | -29.9% | +65.1% | +44.8% |
| 3Y | +50.2% | +198.7% | -148.5% | -5.7% |
| 5Y | +64.6% | +192.9% | -128.3% | +0.6% |
| All | +91.2% | +1,065.0% | -973.8% | -23.3% |
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