-18.6%
NRG vs ELAN
+41.2%
-59.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.3% |
| 7D | +7.1% | +1.6% | +5.5% | +6.6% |
| 30D | -1.4% | -6.6% | +5.1% | +0.1% |
| 3M | -10.5% | -0.8% | -9.6% | -10.8% |
| 6M | -26.7% | +0.2% | -27.0% | -27.6% |
| YTD | -24.5% | +8.3% | -32.8% | -24.7% |
| 1Y | -18.6% | +40.2% | -58.8% | -11.9% |
| All | -18.6% | +41.2% | -59.8% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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