+11.3%
NEE vs EFA
+52.4%
-41.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.7% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | -3.3% | -1.7% | -1.7% | -2.5% |
| 3M | -2.3% | +3.5% | -5.7% | -4.2% |
| 6M | -8.9% | +9.5% | -18.3% | -13.8% |
| YTD | +4.8% | +12.9% | -8.1% | -2.8% |
| 1Y | +18.7% | +18.2% | +0.5% | +7.1% |
| 3Y | +33.2% | +64.8% | -31.6% | -3.3% |
| All | +11.3% | +52.4% | -41.1% | -17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling