+60.1%
EWZ vs NRG
+190.8%
-130.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -0.8% |
| 7D | -0.1% | +3.9% | -3.9% | -0.7% |
| 30D | +8.2% | -3.0% | +11.2% | +8.6% |
| 3M | +13.3% | -10.9% | +24.2% | +14.7% |
| 6M | +3.6% | -25.3% | +28.9% | +7.6% |
| YTD | +21.0% | -26.8% | +47.8% | +25.9% |
| 1Y | +34.7% | -23.3% | +58.0% | +38.8% |
| 3Y | +48.3% | +208.6% | -160.3% | +12.6% |
| 5Y | +60.1% | +194.1% | -134.1% | +29.5% |
| All | +60.1% | +190.8% | -130.8% | +29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling