+10.9%
NEE vs ED
+71.7%
-60.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.7% |
| 30D | -0.2% | +1.1% | -1.3% | -1.1% |
| 3M | +0.5% | +4.6% | -4.1% | -3.2% |
| 6M | -6.5% | -2.0% | -4.6% | -5.3% |
| YTD | +6.7% | +11.7% | -5.0% | -2.5% |
| 1Y | +23.6% | +15.7% | +7.9% | +9.4% |
| 3Y | +37.1% | +34.4% | +2.8% | +6.4% |
| 5Y | +10.9% | +67.3% | -56.4% | -24.3% |
| All | +10.9% | +71.7% | -60.8% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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