+244.8%
NEE vs EFX
+42.6%
+202.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -1.3% | -4.5% | +3.2% | -0.2% |
| 30D | -3.3% | -6.1% | +2.8% | -2.0% |
| 3M | -2.3% | +6.2% | -8.5% | -4.5% |
| 6M | -8.9% | -11.2% | +2.3% | -7.2% |
| YTD | +4.8% | -21.4% | +26.2% | +9.5% |
| 1Y | +18.7% | -34.3% | +53.0% | +30.5% |
| 3Y | +33.2% | -12.5% | +45.8% | +29.7% |
| 5Y | +10.9% | -35.6% | +46.4% | +15.4% |
| All | +244.8% | +42.6% | +202.3% | +173.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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