-18.6%
NRG vs ET
+31.4%
-49.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.3% | +6.1% | +6.4% |
| 7D | +7.1% | +0.9% | +6.2% | +7.1% |
| 30D | -1.4% | +7.5% | -8.9% | -1.9% |
| 3M | -10.5% | +11.4% | -21.9% | -11.0% |
| 6M | -26.7% | +18.5% | -45.3% | -28.1% |
| YTD | -24.5% | +37.4% | -61.9% | -29.0% |
| 1Y | -18.6% | +30.9% | -49.5% | -21.9% |
| All | -18.6% | +31.4% | -49.9% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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