+193.5%
NRG vs EAT
+313.1%
-119.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -4.7% | -7.7% | +3.0% | -3.2% |
| 30D | -6.0% | -13.6% | +7.6% | -3.4% |
| 3M | -8.0% | +33.9% | -41.8% | -13.5% |
| 6M | -23.2% | +47.2% | -70.4% | -29.6% |
| YTD | -28.1% | +48.1% | -76.1% | -34.4% |
| 1Y | -27.3% | +33.7% | -60.9% | -32.7% |
| 3Y | +208.7% | +595.8% | -387.1% | +119.5% |
| All | +193.5% | +313.1% | -119.6% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling