+192.9%
NRG vs ECL
+26.5%
+166.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -0.2% | -2.6% | +2.5% | +0.9% |
| 30D | -6.8% | -4.6% | -2.2% | -5.0% |
| 3M | -7.1% | +6.0% | -13.1% | -9.8% |
| 6M | -27.6% | -3.0% | -24.6% | -27.1% |
| YTD | -29.2% | +4.0% | -33.2% | -30.7% |
| 1Y | -29.9% | +2.0% | -31.9% | -31.1% |
| 3Y | +198.7% | +53.9% | +144.7% | +145.9% |
| 5Y | +192.9% | +27.1% | +165.8% | +147.6% |
| All | +192.9% | +26.5% | +166.4% | +147.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling