+193.5%
NRG vs ELAN
-30.9%
+224.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.3% | +1.3% |
| 7D | -4.7% | -5.4% | +0.8% | -3.4% |
| 30D | -6.0% | +4.7% | -10.7% | -6.9% |
| 3M | -8.0% | -3.7% | -4.3% | -7.5% |
| 6M | -23.2% | -1.2% | -22.0% | -23.6% |
| YTD | -28.1% | +2.4% | -30.4% | -29.0% |
| 1Y | -27.3% | +23.4% | -50.6% | -31.3% |
| 3Y | +208.7% | +96.7% | +112.0% | +149.9% |
| All | +193.5% | -30.9% | +224.4% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling