+1,397.3%
NEE vs EFV
+256.4%
+1,141.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.6% |
| 30D | -0.2% | +0.2% | -0.4% | -0.3% |
| 3M | +0.5% | +9.6% | -9.1% | -4.4% |
| 6M | -6.5% | +14.0% | -20.6% | -13.2% |
| YTD | +6.7% | +18.5% | -11.8% | -3.0% |
| 1Y | +23.6% | +27.9% | -4.3% | +7.8% |
| 3Y | +37.1% | +92.4% | -55.3% | -4.3% |
| 5Y | +10.9% | +97.2% | -86.2% | -24.4% |
| 10Y | +245.4% | +163.0% | +82.3% | +96.0% |
| All | +1,397.3% | +256.4% | +1,141.0% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling