+1,065.2%
NRG vs EL
+26.1%
+1,039.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.4% |
| 7D | -4.7% | -6.5% | +1.8% | -3.0% |
| 30D | -6.0% | +11.1% | -17.1% | -8.7% |
| 3M | -8.0% | +10.7% | -18.7% | -10.9% |
| 6M | -23.2% | +6.9% | -30.0% | -25.7% |
| YTD | -28.1% | -6.3% | -21.8% | -28.6% |
| 1Y | -27.3% | +13.5% | -40.7% | -32.0% |
| 3Y | +208.7% | -33.1% | +241.7% | +212.6% |
| 5Y | +197.7% | -68.8% | +266.4% | +288.0% |
| All | +1,065.2% | +26.1% | +1,039.0% | +654.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling