+7,463.1%
NEE vs ECL
+14,389.6%
-6,926.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -2.8% | -2.3% | -0.5% | -2.1% |
| 30D | +9.5% | +8.3% | +1.2% | +6.8% |
| 3M | +1.0% | +8.4% | -7.4% | -1.6% |
| 6M | -8.0% | +23.3% | -31.2% | -14.2% |
| YTD | +9.4% | +18.2% | -8.8% | +3.3% |
| 1Y | +3.1% | +18.8% | -15.6% | -2.9% |
| 3Y | +70.5% | +78.5% | -8.0% | +40.1% |
| 5Y | +15.2% | +40.1% | -24.9% | +0.8% |
| 10Y | +291.2% | +196.5% | +94.7% | +172.0% |
| All | +7,463.1% | +14,389.6% | -6,926.5% | +2,823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling