+44.7%
EWZ vs NRG
+208.6%
-163.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.9% |
| 7D | -0.1% | +3.9% | -3.9% | -0.6% |
| 30D | +8.2% | -3.0% | +11.2% | +8.5% |
| 3M | +13.3% | -10.9% | +24.2% | +14.6% |
| 6M | +3.6% | -25.3% | +28.9% | +7.2% |
| YTD | +21.0% | -26.8% | +47.8% | +25.4% |
| 1Y | +34.7% | -23.3% | +58.0% | +38.6% |
| All | +44.7% | +208.6% | -163.9% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling