-18.6%
NRG vs ELF
-17.5%
-1.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.1% | +4.3% | +6.3% |
| 7D | +7.1% | +5.4% | +1.8% | +6.8% |
| 30D | -1.4% | +27.0% | -28.4% | -2.7% |
| 3M | -10.5% | +113.2% | -123.7% | -16.0% |
| 6M | -26.7% | +36.6% | -63.3% | -28.5% |
| YTD | -24.5% | +44.2% | -68.8% | -26.9% |
| 1Y | -18.6% | -18.0% | -0.6% | -15.5% |
| All | -18.6% | -17.5% | -1.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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