+1,575.9%
NRG vs ED
+598.6%
+977.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | 0.0% |
| 7D | +9.3% | +0.5% | +8.7% | +8.9% |
| 30D | +1.3% | +1.1% | +0.2% | +0.5% |
| 3M | -6.0% | +4.6% | -10.6% | -9.0% |
| 6M | -22.0% | -2.0% | -20.0% | -21.7% |
| YTD | -24.1% | +11.7% | -35.8% | -29.7% |
| 1Y | -18.0% | +15.7% | -33.8% | -26.3% |
| 3Y | +220.0% | +34.4% | +185.7% | +147.5% |
| 5Y | +201.1% | +67.3% | +133.8% | +97.3% |
| 10Y | +1,085.1% | +104.0% | +981.1% | +501.8% |
| All | +1,575.9% | +598.6% | +977.3% | +211.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling