+11.3%
NEE vs EFX
-36.2%
+47.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.3% |
| 7D | -1.3% | -4.5% | +3.2% | -0.4% |
| 30D | -3.3% | -6.1% | +2.8% | -2.2% |
| 3M | -2.3% | +6.2% | -8.5% | -4.2% |
| 6M | -8.9% | -11.2% | +2.3% | -7.3% |
| YTD | +4.8% | -21.4% | +26.2% | +9.3% |
| 1Y | +18.7% | -34.3% | +53.0% | +30.1% |
| 3Y | +33.2% | -12.5% | +45.8% | +28.2% |
| All | +11.3% | -36.2% | +47.5% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling