+1,065.2%
NRG vs EFV
+169.9%
+895.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.7% |
| 7D | -4.7% | -0.8% | -3.9% | -3.9% |
| 30D | -6.0% | +0.6% | -6.6% | -6.5% |
| 3M | -8.0% | +7.5% | -15.5% | -13.8% |
| 6M | -23.2% | +13.0% | -36.2% | -30.9% |
| YTD | -28.1% | +18.3% | -46.4% | -37.8% |
| 1Y | -27.3% | +26.7% | -54.0% | -40.8% |
| 3Y | +208.7% | +89.6% | +119.1% | +76.7% |
| 5Y | +197.7% | +98.2% | +99.4% | +62.4% |
| All | +1,065.2% | +169.9% | +895.3% | +327.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling