-27.3%
NRG vs EAT
+37.8%
-65.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -4.7% | -7.7% | +3.0% | -3.8% |
| 30D | -6.0% | -13.6% | +7.6% | -4.4% |
| 3M | -8.0% | +33.9% | -41.8% | -11.2% |
| 6M | -23.2% | +47.2% | -70.4% | -26.7% |
| YTD | -28.1% | +48.1% | -76.1% | -31.2% |
| 1Y | -27.3% | +33.7% | -60.9% | -28.7% |
| All | -27.3% | +37.8% | -65.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 1y: compounded portfolio wealth divided by compounded EAT 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…
1y analysis · Full analysis span regression · 6 months rolling