+1,065.2%
NRG vs ETR
+296.9%
+768.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.9% |
| 7D | -4.7% | -1.8% | -2.9% | -3.6% |
| 30D | -6.0% | -1.8% | -4.2% | -4.9% |
| 3M | -8.0% | -3.6% | -4.4% | -5.9% |
| 6M | -23.2% | +2.6% | -25.8% | -24.3% |
| YTD | -28.1% | +16.0% | -44.1% | -33.9% |
| 1Y | -27.3% | +20.1% | -47.4% | -34.6% |
| 3Y | +208.7% | +143.6% | +65.1% | +82.7% |
| 5Y | +197.7% | +124.4% | +73.3% | +82.5% |
| All | +1,065.2% | +296.9% | +768.3% | +481.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling