+244.8%
NEE vs EFV
+169.9%
+74.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.8% |
| 7D | -1.3% | -0.8% | -0.5% | -0.9% |
| 30D | -3.3% | +0.6% | -4.0% | -3.7% |
| 3M | -2.3% | +7.5% | -9.8% | -6.3% |
| 6M | -8.9% | +13.0% | -21.9% | -15.4% |
| YTD | +4.8% | +18.3% | -13.5% | -5.4% |
| 1Y | +18.7% | +26.7% | -8.0% | +2.9% |
| 3Y | +33.2% | +89.6% | -56.3% | -9.3% |
| 5Y | +10.9% | +98.2% | -87.4% | -27.3% |
| All | +244.8% | +169.9% | +74.9% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling