+7,238.0%
NEE vs ED
+2,217.3%
+5,020.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | -2.2% | -0.1% | -2.0% | -2.1% |
| 3M | -1.2% | +3.9% | -5.1% | -4.0% |
| 6M | -8.6% | -3.0% | -5.5% | -6.7% |
| YTD | +6.2% | +10.7% | -4.5% | -1.5% |
| 1Y | +21.1% | +13.3% | +7.8% | +10.2% |
| 3Y | +36.4% | +34.5% | +1.9% | +9.9% |
| 5Y | +11.4% | +67.1% | -55.8% | -23.4% |
| 10Y | +250.0% | +103.0% | +146.9% | +105.4% |
| All | +7,238.0% | +2,217.3% | +5,020.7% | +1,089.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling