+1,575.9%
NRG vs ECL
+1,233.8%
+342.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.8% |
| 7D | +9.3% | -0.8% | +10.0% | +9.8% |
| 30D | +1.3% | -2.5% | +3.8% | +2.8% |
| 3M | -6.0% | +8.3% | -14.3% | -11.1% |
| 6M | -22.0% | -1.1% | -20.9% | -22.1% |
| YTD | -24.1% | +6.5% | -30.6% | -27.7% |
| 1Y | -18.0% | +2.1% | -20.1% | -20.4% |
| 3Y | +220.0% | +57.6% | +162.4% | +132.2% |
| 5Y | +201.1% | +28.1% | +173.1% | +140.8% |
| 10Y | +1,085.1% | +153.2% | +931.9% | +475.2% |
| All | +1,575.9% | +1,233.8% | +342.1% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling