-49.7%
NRG vs ESI
+27.8%
-77.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -4.6% | -8.9% | -11.6% |
| 7D | -13.7% | -6.6% | -7.2% | -11.2% |
| 30D | -13.6% | -10.9% | -2.6% | -9.5% |
| 3M | -28.5% | -13.8% | -14.7% | -24.5% |
| 6M | -45.8% | -21.5% | -24.2% | -41.4% |
| YTD | -46.9% | +34.7% | -81.6% | -53.8% |
| 1Y | -49.7% | +24.9% | -74.6% | -54.8% |
| All | -49.7% | +27.8% | -77.5% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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