+194.1%
NRG vs ES
-4.5%
+198.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.1% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -3.0% | -1.0% | -2.0% | -2.6% |
| 3M | -10.9% | +1.5% | -12.4% | -11.7% |
| 6M | -25.3% | -3.5% | -21.8% | -24.7% |
| YTD | -26.8% | +7.0% | -33.8% | -28.7% |
| 1Y | -23.3% | +15.3% | -38.6% | -27.8% |
| 3Y | +208.6% | +30.2% | +178.4% | +170.4% |
| 5Y | +194.1% | -4.3% | +198.4% | +202.8% |
| All | +194.1% | -4.5% | +198.7% | +202.8% |
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