+1,065.2%
NRG vs ECL
+160.1%
+905.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | -4.7% | -1.1% | -3.6% | -4.1% |
| 30D | -6.0% | -0.8% | -5.2% | -5.5% |
| 3M | -8.0% | +5.0% | -13.0% | -11.0% |
| 6M | -23.2% | +0.2% | -23.4% | -23.8% |
| YTD | -28.1% | +5.8% | -33.8% | -30.8% |
| 1Y | -27.3% | +1.5% | -28.8% | -28.8% |
| 3Y | +208.7% | +55.0% | +153.7% | +133.6% |
| 5Y | +197.7% | +29.3% | +168.4% | +145.0% |
| All | +1,065.2% | +160.1% | +905.1% | +532.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling