-49.7%
NRG vs EMB
+0.7%
-50.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.0% | -14.5% | -15.9% |
| 7D | -13.7% | +0.7% | -14.4% | -15.4% |
| 30D | -13.6% | +2.3% | -15.9% | -19.1% |
| 3M | -28.5% | -2.5% | -26.0% | -23.0% |
| 6M | -45.8% | -1.1% | -44.7% | -44.4% |
| YTD | -46.9% | -0.6% | -46.4% | -45.2% |
| 1Y | -49.7% | +0.6% | -50.3% | -48.8% |
| All | -49.7% | +0.7% | -50.4% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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