+1,464.0%
NRG vs EWJ
+276.0%
+1,188.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | -0.2% | -1.5% | +1.3% | +1.0% |
| 30D | -6.8% | +0.2% | -7.0% | -6.9% |
| 3M | -7.1% | +8.6% | -15.7% | -13.0% |
| 6M | -27.6% | +12.1% | -39.7% | -33.7% |
| YTD | -29.2% | +20.1% | -49.3% | -38.4% |
| 1Y | -29.9% | +25.2% | -55.1% | -40.9% |
| 3Y | +198.7% | +70.8% | +127.9% | +98.9% |
| 5Y | +192.9% | +49.2% | +143.7% | +113.6% |
| 10Y | +1,084.1% | +138.6% | +945.5% | +508.9% |
| All | +1,464.0% | +276.0% | +1,188.0% | +524.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling