-23.2%
NRG vs EFV
+13.5%
-36.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +0.3% |
| 7D | -4.7% | -0.8% | -3.9% | -3.7% |
| 30D | -6.0% | +0.6% | -6.6% | -6.7% |
| 3M | -8.0% | +7.5% | -15.5% | -15.8% |
| 6M | -23.2% | +13.0% | -36.2% | -33.2% |
| All | -23.2% | +13.5% | -36.7% | -33.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling