+203.7%
NRG vs EMB
+29.4%
+174.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -1.6% |
| 7D | -0.2% | -1.1% | +0.9% | +2.1% |
| 30D | -6.8% | -1.1% | -5.7% | -4.7% |
| 3M | -7.1% | -0.8% | -6.4% | -5.8% |
| 6M | -27.6% | -0.1% | -27.5% | -27.2% |
| YTD | -29.2% | +0.4% | -29.6% | -29.3% |
| 1Y | -29.9% | +3.3% | -33.2% | -33.2% |
| All | +203.7% | +29.4% | +174.3% | +122.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling