+222.9%
EWY vs NEE
+34.3%
+188.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.3% |
| 7D | -0.1% | -1.3% | +1.3% | +0.1% |
| 30D | +7.3% | -3.3% | +10.6% | +7.8% |
| 3M | -5.1% | -2.3% | -2.9% | -4.9% |
| 6M | +42.1% | -8.9% | +50.9% | +44.1% |
| YTD | +94.1% | +4.8% | +89.4% | +92.6% |
| 1Y | +147.8% | +18.7% | +129.1% | +141.2% |
| 3Y | +222.9% | +33.2% | +189.7% | +193.8% |
| All | +222.9% | +34.3% | +188.6% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 3y: compounded portfolio wealth divided by compounded NEE 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…
3y analysis · Full analysis span regression · 6 months rolling