+208.7%
NRG vs EL
-34.0%
+242.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -4.7% | -6.5% | +1.8% | -3.7% |
| 30D | -6.0% | +11.1% | -17.1% | -7.5% |
| 3M | -8.0% | +10.7% | -18.7% | -9.6% |
| 6M | -23.2% | +6.9% | -30.0% | -24.5% |
| YTD | -28.1% | -6.3% | -21.8% | -28.2% |
| 1Y | -27.3% | +13.5% | -40.7% | -29.9% |
| 3Y | +208.7% | -33.1% | +241.7% | +187.4% |
| All | +208.7% | -34.0% | +242.6% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling