+1,065.2%
NRG vs ELV
+280.2%
+784.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -4.7% | +3.2% | -7.9% | -5.5% |
| 30D | -6.0% | +5.4% | -11.3% | -7.4% |
| 3M | -8.0% | +5.4% | -13.3% | -9.7% |
| 6M | -23.2% | +45.7% | -68.9% | -31.5% |
| YTD | -28.1% | +21.2% | -49.3% | -33.0% |
| 1Y | -27.3% | +35.6% | -62.9% | -34.7% |
| 3Y | +208.7% | -2.0% | +210.7% | +195.7% |
| 5Y | +197.7% | +26.0% | +171.6% | +151.6% |
| All | +1,065.2% | +280.2% | +784.9% | +678.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling