+33.5%
NEE vs EFA
+63.6%
-30.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.2% |
| 7D | -1.9% | -2.4% | +0.4% | -0.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.1% |
| 3M | -2.4% | +5.7% | -8.1% | -5.3% |
| 6M | -8.6% | +8.2% | -16.8% | -12.7% |
| YTD | +4.9% | +11.8% | -6.8% | -1.9% |
| 1Y | +19.4% | +18.3% | +1.1% | +7.8% |
| All | +33.5% | +63.6% | -30.1% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling