-49.7%
NRG vs EWJ
+18.0%
-67.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.4% | -14.9% | -14.7% |
| 7D | -13.7% | -1.2% | -12.5% | -12.9% |
| 30D | -13.6% | -5.5% | -8.1% | -9.0% |
| 3M | -28.5% | -0.8% | -27.7% | -28.0% |
| 6M | -45.8% | +7.1% | -52.9% | -49.8% |
| YTD | -46.9% | +16.9% | -63.8% | -54.9% |
| 1Y | -49.7% | +18.2% | -67.9% | -57.6% |
| All | -49.7% | +18.0% | -67.7% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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