+1,065.2%
NRG vs EWJ
+144.4%
+920.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | -0.3% |
| 7D | -4.7% | +0.3% | -5.0% | -4.9% |
| 30D | -6.0% | +0.8% | -6.8% | -6.5% |
| 3M | -8.0% | +7.5% | -15.5% | -13.8% |
| 6M | -23.2% | +15.6% | -38.7% | -32.4% |
| YTD | -28.1% | +22.7% | -50.8% | -39.8% |
| 1Y | -27.3% | +26.4% | -53.7% | -40.7% |
| 3Y | +208.7% | +72.5% | +136.1% | +91.9% |
| 5Y | +197.7% | +52.4% | +145.2% | +104.2% |
| All | +1,065.2% | +144.4% | +920.7% | +360.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling