+1,106.9%
NRG vs ELF
+317.0%
+789.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -3.0% |
| 7D | +3.9% | -6.8% | +10.6% | +4.9% |
| 30D | -3.0% | +5.1% | -8.1% | -3.7% |
| 3M | -10.9% | +79.8% | -90.7% | -18.8% |
| 6M | -25.3% | +29.7% | -55.0% | -29.0% |
| YTD | -26.8% | +31.6% | -58.5% | -31.0% |
| 1Y | -23.3% | -27.9% | +4.6% | -22.1% |
| 3Y | +208.6% | -26.4% | +235.0% | +191.4% |
| 5Y | +194.1% | +235.6% | -41.5% | +108.7% |
| All | +1,106.9% | +317.0% | +789.9% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling