+201.0%
NRG vs ES
+6.6%
+194.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | +10.0% | +2.7% | +7.3% | +9.1% |
| 30D | -3.2% | +7.6% | -10.8% | -5.9% |
| 3M | -18.5% | +0.5% | -19.0% | -18.9% |
| 6M | -25.3% | +7.6% | -32.9% | -27.6% |
| YTD | -38.1% | +10.2% | -48.3% | -40.5% |
| 1Y | -40.7% | +1.8% | -42.5% | -41.8% |
| 3Y | +121.8% | +55.4% | +66.4% | +78.1% |
| All | +201.0% | +6.6% | +194.4% | +197.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling