+10.4%
NEE vs ECL
+30.1%
-19.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +3.0% |
| 30D | -2.2% | -2.2% | 0.0% | -1.3% |
| 3M | -1.2% | +10.1% | -11.3% | -5.4% |
| 6M | -8.6% | -5.7% | -2.8% | -6.7% |
| YTD | +6.2% | +7.0% | -0.8% | +2.6% |
| 1Y | +21.1% | +2.7% | +18.4% | +18.8% |
| 3Y | +36.4% | +57.7% | -21.3% | +9.5% |
| All | +10.4% | +30.1% | -19.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 5y: compounded portfolio wealth divided by compounded ECL 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…
5y analysis · Full analysis span regression · 6 months rolling