-25.3%
NRG vs ES
+7.8%
-33.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.9% |
| 7D | +10.0% | +2.7% | +7.3% | +10.4% |
| 30D | -3.2% | +7.6% | -10.8% | -3.8% |
| 3M | -18.5% | +0.5% | -19.0% | -17.9% |
| 6M | -25.3% | +7.6% | -32.9% | -29.1% |
| All | -25.3% | +7.8% | -33.1% | -29.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling