-18.6%
NRG vs ELV
+34.8%
-53.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.8% | +8.2% | +6.5% |
| 7D | +7.1% | +3.3% | +3.8% | +6.9% |
| 30D | -1.4% | +4.2% | -5.6% | -1.6% |
| 3M | -10.5% | -0.1% | -10.4% | -10.4% |
| 6M | -26.7% | +41.3% | -68.0% | -29.4% |
| YTD | -24.5% | +17.4% | -42.0% | -27.3% |
| 1Y | -18.6% | +35.1% | -53.6% | -19.7% |
| All | -18.6% | +34.8% | -53.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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