+627.7%
GEV vs NEE
+42.9%
+584.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | -4.0% | -1.7% | -2.3% | -3.9% |
| 3M | +3.4% | -1.8% | +5.2% | +3.4% |
| 6M | +14.7% | -8.8% | +23.5% | +15.3% |
| YTD | +45.8% | +5.2% | +40.6% | +46.9% |
| 1Y | +57.4% | +21.3% | +36.0% | +61.2% |
| All | +627.7% | +42.9% | +584.8% | +587.6% |
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