+446.7%
NRG vs ESI
+226.4%
+220.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | 0.0% | +0.3% |
| 7D | +9.3% | +5.4% | +3.9% | +7.2% |
| 30D | +1.3% | -4.2% | +5.5% | +2.8% |
| 3M | -6.0% | -9.6% | +3.6% | -3.2% |
| 6M | -22.0% | +18.3% | -40.3% | -27.8% |
| YTD | -24.1% | +45.8% | -70.0% | -35.3% |
| 1Y | -18.0% | +39.2% | -57.2% | -29.0% |
| 3Y | +220.0% | +86.3% | +133.8% | +147.9% |
| 5Y | +201.1% | +76.2% | +124.9% | +131.6% |
| 10Y | +1,085.1% | +306.8% | +778.3% | +528.6% |
| All | +446.7% | +226.4% | +220.2% | +253.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling