+193.5%
NRG vs EFX
-36.2%
+229.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -4.7% | -4.5% | -0.1% | -3.8% |
| 30D | -6.0% | -6.1% | +0.1% | -5.1% |
| 3M | -8.0% | +6.2% | -14.2% | -10.6% |
| 6M | -23.2% | -11.2% | -11.9% | -22.2% |
| YTD | -28.1% | -21.4% | -6.6% | -25.2% |
| 1Y | -27.3% | -34.3% | +7.0% | -20.5% |
| 3Y | +208.7% | -12.5% | +221.2% | +200.4% |
| All | +193.5% | -36.2% | +229.6% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 5y: compounded portfolio wealth divided by compounded EFX 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…
5y analysis · Full analysis span regression · 6 months rolling