-18.6%
NRG vs ES
+16.6%
-35.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.6% | +7.0% | +6.6% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | -1.4% | -2.0% | +0.5% | -0.8% |
| 3M | -10.5% | +1.7% | -12.1% | -11.6% |
| 6M | -26.7% | -3.5% | -23.2% | -27.1% |
| YTD | -24.5% | +7.9% | -32.4% | -26.7% |
| 1Y | -18.6% | +17.2% | -35.7% | -24.0% |
| All | -18.6% | +16.6% | -35.1% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling