+1,065.2%
NRG vs EME
+1,362.1%
-297.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | -0.5% |
| 7D | -4.7% | +3.5% | -8.2% | -6.3% |
| 30D | -6.0% | -6.3% | +0.4% | -3.0% |
| 3M | -8.0% | -3.8% | -4.2% | -7.0% |
| 6M | -23.2% | +8.5% | -31.7% | -26.8% |
| YTD | -28.1% | +27.8% | -55.9% | -36.9% |
| 1Y | -27.3% | +22.2% | -49.5% | -35.4% |
| 3Y | +208.7% | +253.5% | -44.8% | +73.3% |
| 5Y | +197.7% | +578.6% | -381.0% | +25.5% |
| All | +1,065.2% | +1,362.1% | -297.0% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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