+7,386.6%
NEE vs EFX
+6,815.2%
+571.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -0.3% | +1.7% | -2.0% | -1.0% |
| 6M | -8.9% | +18.4% | -27.3% | -12.7% |
| YTD | +8.3% | -12.5% | +20.9% | +9.3% |
| 1Y | +4.3% | -8.1% | +12.3% | +4.1% |
| 3Y | +70.7% | +4.8% | +66.0% | +63.1% |
| 5Y | +12.8% | -30.1% | +42.9% | +15.3% |
| 10Y | +287.2% | +81.5% | +205.8% | +222.3% |
| All | +7,386.6% | +6,815.2% | +571.4% | +3,950.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling