+70.7%
NEE vs EFX
+4.8%
+65.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +8.6% | +25.1% | -16.5% | +5.3% |
| 3M | -0.3% | +1.7% | -2.0% | -0.8% |
| 6M | -8.9% | +18.4% | -27.3% | -11.5% |
| YTD | +8.3% | -12.5% | +20.9% | +10.1% |
| 1Y | +4.3% | -8.1% | +12.3% | +4.7% |
| 3Y | +70.7% | +4.8% | +66.0% | +38.3% |
| All | +70.7% | +4.8% | +65.9% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling