+4,346.2%
NEE vs EL
+1,831.4%
+2,514.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.6% | -0.2% |
| 7D | -2.8% | +0.3% | -3.0% | -2.9% |
| 30D | +9.5% | +12.3% | -2.8% | +7.3% |
| 3M | +1.0% | +28.4% | -27.4% | -3.7% |
| 6M | -8.0% | +36.7% | -44.7% | -13.6% |
| YTD | +9.4% | +8.4% | +1.1% | +5.9% |
| 1Y | +3.1% | +25.4% | -22.3% | -2.9% |
| 3Y | +70.5% | +3.4% | +67.0% | +59.9% |
| 5Y | +15.2% | -64.8% | +80.0% | +29.6% |
| 10Y | +291.2% | +63.0% | +228.2% | +233.1% |
| All | +4,346.2% | +1,831.4% | +2,514.8% | +2,736.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling