+4,213.8%
NEE vs EL
+1,685.7%
+2,528.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -1.3% |
| 7D | +1.9% | +0.8% | +1.1% | +1.8% |
| 30D | -2.2% | +19.8% | -22.0% | -5.5% |
| 3M | -1.2% | +25.7% | -26.9% | -5.5% |
| 6M | -8.6% | +5.4% | -14.0% | -10.5% |
| YTD | +6.2% | +0.2% | +6.0% | +4.3% |
| 1Y | +21.1% | +20.4% | +0.7% | +14.6% |
| 3Y | +36.4% | -32.1% | +68.5% | +37.9% |
| 5Y | +11.4% | -67.2% | +78.5% | +26.9% |
| 10Y | +250.0% | +31.7% | +218.2% | +209.0% |
| All | +4,213.8% | +1,685.7% | +2,528.1% | +2,694.2% |
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