+15.8%
NEE vs ED
+81.8%
-66.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.3% |
| 7D | +2.3% | +2.1% | +0.2% | +0.7% |
| 30D | +11.5% | +12.4% | -0.9% | +1.8% |
| 3M | +2.6% | +13.1% | -10.5% | -6.8% |
| 6M | -6.0% | +14.1% | -20.0% | -15.3% |
| YTD | +9.8% | +23.1% | -13.2% | -7.0% |
| 1Y | +4.7% | +25.4% | -20.7% | -12.8% |
| 3Y | +71.0% | +47.9% | +23.2% | +22.3% |
| 5Y | +15.8% | +81.9% | -66.0% | -26.3% |
| All | +15.8% | +81.8% | -66.0% | -26.3% |
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