+1,516.1%
NRG vs ELV
+1,274.8%
+241.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -3.2% |
| 7D | +3.9% | -2.2% | +6.1% | +4.5% |
| 30D | -3.0% | -0.2% | -2.8% | -3.0% |
| 3M | -10.9% | -6.1% | -4.8% | -9.6% |
| 6M | -25.3% | +42.8% | -68.1% | -34.1% |
| YTD | -26.8% | +14.4% | -41.2% | -31.3% |
| 1Y | -23.3% | +28.6% | -51.9% | -31.0% |
| 3Y | +208.6% | -7.4% | +216.0% | +198.1% |
| 5Y | +194.1% | +14.5% | +179.7% | +157.1% |
| 10Y | +1,123.6% | +257.4% | +866.2% | +580.6% |
| All | +1,516.1% | +1,274.8% | +241.3% | +418.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling