+293.9%
NRG vs EMB
+131.9%
+162.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +9.3% | +0.3% | +9.0% | +8.9% |
| 30D | +1.3% | -0.5% | +1.8% | +1.8% |
| 3M | -6.0% | +0.3% | -6.3% | -6.3% |
| 6M | -22.0% | +1.2% | -23.1% | -22.6% |
| YTD | -24.1% | +1.5% | -25.6% | -24.9% |
| 1Y | -18.0% | +4.8% | -22.8% | -21.3% |
| 3Y | +220.0% | +30.4% | +189.7% | +151.9% |
| 5Y | +201.1% | +7.3% | +193.9% | +184.0% |
| 10Y | +1,085.1% | +29.7% | +1,055.4% | +857.1% |
| All | +293.9% | +131.9% | +162.1% | +163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling