-27.3%
NRG vs ELF
-28.2%
+0.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.5% |
| 7D | -4.7% | -11.6% | +7.0% | -3.9% |
| 30D | -6.0% | +4.6% | -10.6% | -6.2% |
| 3M | -8.0% | +59.7% | -67.7% | -11.9% |
| 6M | -23.2% | +21.2% | -44.4% | -24.6% |
| YTD | -28.1% | +27.4% | -55.5% | -30.0% |
| 1Y | -27.3% | -29.8% | +2.5% | -23.9% |
| All | -27.3% | -28.2% | +0.9% | -23.9% |
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