+415.8%
EWZ vs NRG
+1,284.9%
-869.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +0.8% | +10.0% | -9.2% | -3.1% |
| 30D | -24.4% | -3.2% | -21.1% | -24.4% |
| 3M | -4.6% | -18.5% | +13.9% | +1.1% |
| 6M | -11.6% | -25.3% | +13.7% | -4.7% |
| YTD | +2.4% | -38.1% | +40.5% | +17.3% |
| 1Y | +2.1% | -40.7% | +42.8% | +18.6% |
| 3Y | +18.7% | +121.8% | -103.1% | -30.3% |
| 5Y | +54.2% | +209.2% | -155.1% | -26.1% |
| 10Y | +65.9% | +981.4% | -915.5% | -61.0% |
| All | +415.8% | +1,284.9% | -869.1% | +12.9% |
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