+1,575.9%
NRG vs EL
+613.4%
+962.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +9.3% | +1.7% | +7.6% | +8.7% |
| 30D | +1.3% | +15.5% | -14.2% | -3.5% |
| 3M | -6.0% | +20.6% | -26.5% | -12.1% |
| 6M | -22.0% | +10.5% | -32.4% | -26.0% |
| YTD | -24.1% | -1.9% | -22.3% | -26.1% |
| 1Y | -18.0% | +16.1% | -34.1% | -25.0% |
| 3Y | +220.0% | -30.2% | +250.3% | +220.2% |
| 5Y | +201.1% | -67.4% | +268.5% | +285.2% |
| 10Y | +1,085.1% | +31.2% | +1,053.9% | +737.0% |
| All | +1,575.9% | +613.4% | +962.5% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling