+652.5%
NRG vs EFV
+252.1%
+400.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.0% |
| 7D | -0.2% | -2.0% | +1.8% | +1.6% |
| 30D | -6.8% | -0.2% | -6.6% | -6.6% |
| 3M | -7.1% | +9.1% | -16.3% | -13.9% |
| 6M | -27.6% | +11.7% | -39.3% | -34.0% |
| YTD | -29.2% | +17.0% | -46.2% | -37.9% |
| 1Y | -29.9% | +26.7% | -56.6% | -42.6% |
| 3Y | +198.7% | +90.2% | +108.5% | +72.4% |
| 5Y | +192.9% | +96.1% | +96.8% | +63.2% |
| 10Y | +1,084.1% | +164.5% | +919.6% | +404.0% |
| All | +652.5% | +252.1% | +400.4% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling