+1,244.2%
EWY vs NEE
+3,079.8%
-1,835.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | +8.0% | +1.1% | +6.9% | +7.5% |
| 30D | +14.3% | -0.2% | +14.6% | +14.4% |
| 3M | +2.3% | +0.5% | +1.8% | +1.8% |
| 6M | +49.9% | -6.5% | +56.4% | +53.4% |
| YTD | +95.3% | +6.7% | +88.6% | +87.6% |
| 1Y | +161.7% | +23.6% | +138.1% | +133.5% |
| 3Y | +230.2% | +37.1% | +193.0% | +165.4% |
| 5Y | +148.1% | +10.9% | +137.2% | +115.1% |
| 10Y | +293.2% | +245.4% | +47.8% | +67.2% |
| All | +1,244.2% | +3,079.8% | -1,835.6% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling