+1,065.2%
NRG vs EMB
+30.3%
+1,034.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -4.7% | -1.2% | -3.5% | -3.1% |
| 30D | -6.0% | -1.3% | -4.7% | -4.3% |
| 3M | -8.0% | -1.8% | -6.2% | -5.8% |
| 6M | -23.2% | +0.2% | -23.4% | -23.0% |
| YTD | -28.1% | +0.4% | -28.4% | -28.0% |
| 1Y | -27.3% | +2.8% | -30.1% | -29.3% |
| 3Y | +208.7% | +29.1% | +179.5% | +130.7% |
| 5Y | +197.7% | +6.3% | +191.4% | +189.4% |
| All | +1,065.2% | +30.3% | +1,034.8% | +772.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling