+518.1%
EWZ vs NRG
+1,598.0%
-1,079.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.8% |
| 7D | +5.6% | +9.3% | -3.7% | +1.8% |
| 30D | +9.3% | +1.3% | +8.0% | +8.2% |
| 3M | +15.7% | -6.0% | +21.7% | +16.3% |
| 6M | +7.4% | -22.0% | +29.4% | +15.2% |
| YTD | +22.7% | -24.1% | +46.8% | +32.2% |
| 1Y | +36.4% | -18.0% | +54.4% | +40.8% |
| 3Y | +50.4% | +220.0% | -169.6% | -22.9% |
| 5Y | +67.6% | +201.1% | -133.5% | -16.0% |
| 10Y | +84.1% | +1,085.1% | -1,001.0% | -57.3% |
| All | +518.1% | +1,598.0% | -1,079.9% | +27.2% |
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 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