+4.3%
NEE vs EL
+23.3%
-19.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | +8.6% | +10.0% | -1.4% | +8.4% |
| 3M | -0.3% | +28.4% | -28.7% | -0.7% |
| 6M | -8.9% | +37.1% | -46.0% | -9.2% |
| YTD | +8.3% | +7.8% | +0.5% | +8.8% |
| 1Y | +4.3% | +26.0% | -21.8% | +3.3% |
| All | +4.3% | +23.3% | -19.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling