-49.7%
NRG vs ETR
+18.4%
-68.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.7% | -16.3% | -16.0% |
| 7D | -13.7% | +3.7% | -17.4% | -17.0% |
| 30D | -13.6% | +11.0% | -24.6% | -22.5% |
| 3M | -28.5% | +3.4% | -31.9% | -31.2% |
| 6M | -45.8% | -3.3% | -42.5% | -43.8% |
| YTD | -46.9% | +23.3% | -70.2% | -59.2% |
| 1Y | -49.7% | +19.2% | -68.9% | -59.9% |
| All | -49.7% | +18.4% | -68.1% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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