+203.7%
NRG vs ELF
-30.3%
+234.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.3% | +1.1% | -2.7% |
| 7D | -0.2% | -10.8% | +10.7% | +1.2% |
| 30D | -6.8% | +0.8% | -7.6% | -6.9% |
| 3M | -7.1% | +64.8% | -71.9% | -13.3% |
| 6M | -27.6% | +19.0% | -46.5% | -29.8% |
| YTD | -29.2% | +25.9% | -55.1% | -32.2% |
| 1Y | -29.9% | -28.8% | -1.1% | -28.5% |
| All | +203.7% | -30.3% | +234.0% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling