-18.6%
NRG vs EL
+14.8%
-33.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +3.0% | +3.4% | +6.1% |
| 7D | +7.1% | +0.8% | +6.3% | +7.0% |
| 30D | -1.4% | +19.8% | -21.3% | -3.6% |
| 3M | -10.5% | +25.7% | -36.2% | -12.9% |
| 6M | -26.7% | +5.4% | -32.2% | -27.2% |
| YTD | -24.5% | +0.2% | -24.7% | -25.7% |
| 1Y | -18.6% | +20.4% | -39.0% | -21.9% |
| All | -18.6% | +14.8% | -33.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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