+1,266.9%
NRG vs ES
+699.3%
+567.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.5% |
| 7D | +10.0% | +2.7% | +7.3% | +8.1% |
| 30D | -3.2% | +7.6% | -10.8% | -8.5% |
| 3M | -18.5% | +0.5% | -19.0% | -19.5% |
| 6M | -25.3% | +7.6% | -32.9% | -29.8% |
| YTD | -38.1% | +10.2% | -48.3% | -42.8% |
| 1Y | -40.7% | +1.8% | -42.5% | -42.9% |
| 3Y | +121.8% | +55.4% | +66.4% | +50.5% |
| 5Y | +209.2% | +7.3% | +201.9% | +168.5% |
| 10Y | +981.4% | +96.4% | +885.0% | +418.1% |
| All | +1,266.9% | +699.3% | +567.6% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling