+208.7%
NRG vs ET
+96.2%
+112.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.2% |
| 7D | -4.7% | +0.2% | -4.9% | -4.9% |
| 30D | -6.0% | +2.9% | -8.8% | -8.0% |
| 3M | -8.0% | +16.8% | -24.7% | -18.7% |
| 6M | -23.2% | +18.9% | -42.0% | -33.6% |
| YTD | -28.1% | +37.7% | -65.8% | -45.5% |
| 1Y | -27.3% | +32.4% | -59.7% | -43.1% |
| 3Y | +208.7% | +99.5% | +109.2% | +105.2% |
| All | +208.7% | +96.2% | +112.5% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling