+7,238.0%
NEE vs ECL
+13,009.7%
-5,771.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -2.6% | +4.5% | +2.8% |
| 30D | -2.2% | -2.2% | 0.0% | -1.5% |
| 3M | -1.2% | +10.1% | -11.3% | -4.4% |
| 6M | -8.6% | -5.7% | -2.8% | -7.1% |
| YTD | +6.2% | +7.0% | -0.8% | +3.5% |
| 1Y | +21.1% | +2.7% | +18.4% | +19.4% |
| 3Y | +36.4% | +57.7% | -21.3% | +16.5% |
| 5Y | +11.4% | +31.1% | -19.8% | -0.5% |
| 10Y | +250.0% | +150.9% | +99.1% | +155.8% |
| All | +7,238.0% | +13,009.7% | -5,771.7% | +2,829.3% |
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