+1,516.1%
NRG vs EAT
+1,313.2%
+202.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.3% | -2.9% |
| 7D | +3.9% | -6.8% | +10.6% | +5.4% |
| 30D | -3.0% | -5.4% | +2.4% | -2.1% |
| 3M | -10.9% | +42.8% | -53.7% | -18.0% |
| 6M | -25.3% | +56.5% | -81.8% | -33.1% |
| YTD | -26.8% | +50.0% | -76.9% | -34.1% |
| 1Y | -23.3% | +38.3% | -61.6% | -30.2% |
| 3Y | +208.6% | +591.6% | -383.0% | +94.6% |
| 5Y | +194.1% | +312.6% | -118.5% | +96.4% |
| 10Y | +1,123.6% | +381.4% | +742.1% | +564.4% |
| All | +1,516.1% | +1,313.2% | +202.9% | +469.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling