+193.5%
NRG vs ELV
+25.1%
+168.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.6% |
| 7D | -4.7% | +3.2% | -7.9% | -5.0% |
| 30D | -6.0% | +5.4% | -11.3% | -6.5% |
| 3M | -8.0% | +5.4% | -13.3% | -8.6% |
| 6M | -23.2% | +45.7% | -68.9% | -26.6% |
| YTD | -28.1% | +21.2% | -49.3% | -30.1% |
| 1Y | -27.3% | +35.6% | -62.9% | -30.4% |
| 3Y | +208.7% | -2.0% | +210.7% | +205.4% |
| All | +193.5% | +25.1% | +168.4% | +169.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling