+193.5%
NRG vs EME
+575.5%
-382.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | -0.9% |
| 7D | -4.7% | +3.5% | -8.2% | -6.6% |
| 30D | -6.0% | -6.3% | +0.4% | -2.5% |
| 3M | -8.0% | -3.8% | -4.2% | -6.9% |
| 6M | -23.2% | +8.5% | -31.7% | -27.7% |
| YTD | -28.1% | +27.8% | -55.9% | -38.6% |
| 1Y | -27.3% | +22.2% | -49.5% | -37.4% |
| 3Y | +208.7% | +253.5% | -44.8% | +62.6% |
| All | +193.5% | +575.5% | -382.0% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling