+408.8%
EWZ vs NRG
+1,298.5%
-889.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.3% |
| 7D | +0.1% | +21.7% | -21.7% | -7.7% |
| 30D | -25.9% | -8.1% | -17.8% | -24.5% |
| 3M | -6.1% | -18.3% | +12.2% | -0.6% |
| 6M | -16.1% | -28.0% | +11.9% | -8.2% |
| YTD | +1.0% | -37.5% | +38.5% | +15.3% |
| 1Y | 0.0% | -41.1% | +41.0% | +16.5% |
| 3Y | +16.8% | +126.6% | -109.7% | -32.0% |
| 5Y | +52.1% | +212.3% | -160.2% | -27.4% |
| 10Y | +63.6% | +992.0% | -928.3% | -61.7% |
| All | +408.8% | +1,298.5% | -889.7% | +11.0% |
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