-18.6%
NRG vs ESI
+44.5%
-63.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.9% | +3.5% | +5.3% |
| 7D | +7.1% | +3.3% | +3.8% | +5.8% |
| 30D | -1.4% | -5.9% | +4.4% | +0.8% |
| 3M | -10.5% | -14.1% | +3.6% | -6.3% |
| 6M | -26.7% | +6.6% | -33.3% | -30.1% |
| YTD | -24.5% | +45.0% | -69.6% | -37.2% |
| 1Y | -18.6% | +41.5% | -60.0% | -31.4% |
| All | -18.6% | +44.5% | -63.1% | -31.4% |
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