-18.6%
NRG vs EFV
+30.7%
-49.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.1% | +6.6% | +6.6% |
| 7D | +7.1% | +1.5% | +5.6% | +5.2% |
| 30D | -1.4% | +1.7% | -3.2% | -3.4% |
| 3M | -10.5% | +8.6% | -19.1% | -18.9% |
| 6M | -26.7% | +11.7% | -38.4% | -35.7% |
| YTD | -24.5% | +19.3% | -43.8% | -37.5% |
| 1Y | -18.6% | +30.2% | -48.8% | -35.8% |
| All | -18.6% | +30.7% | -49.2% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling