+193.5%
NRG vs ED
+67.9%
+125.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -4.7% | -0.8% | -3.9% | -4.6% |
| 30D | -6.0% | -0.4% | -5.6% | -5.9% |
| 3M | -8.0% | +0.5% | -8.4% | -8.2% |
| 6M | -23.2% | -3.1% | -20.0% | -23.0% |
| YTD | -28.1% | +9.8% | -37.9% | -29.4% |
| 1Y | -27.3% | +12.6% | -39.8% | -29.2% |
| 3Y | +208.7% | +31.4% | +177.3% | +168.1% |
| All | +193.5% | +67.9% | +125.5% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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