+312.3%
NRG vs EOSE
-60.6%
+372.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.7% |
| 7D | -4.7% | +1.8% | -6.5% | -4.8% |
| 30D | -6.0% | -6.8% | +0.9% | -5.8% |
| 3M | -8.0% | -36.3% | +28.3% | -6.1% |
| 6M | -23.2% | -38.8% | +15.6% | -22.2% |
| YTD | -28.1% | -65.5% | +37.5% | -25.4% |
| 1Y | -27.3% | -45.3% | +18.0% | -27.1% |
| 3Y | +208.7% | +44.2% | +164.5% | +181.5% |
| 5Y | +197.7% | -69.5% | +267.1% | +163.6% |
| All | +312.3% | -60.6% | +372.9% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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