+33.2%
NEE vs ELAN
+99.1%
-65.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.3% |
| 7D | -1.3% | -5.4% | +4.1% | -0.8% |
| 30D | -3.3% | +4.7% | -8.0% | -3.8% |
| 3M | -2.3% | -3.7% | +1.4% | -2.0% |
| 6M | -8.9% | -1.2% | -7.7% | -9.3% |
| YTD | +4.8% | +2.4% | +2.4% | +3.8% |
| 1Y | +18.7% | +23.4% | -4.6% | +15.1% |
| 3Y | +33.2% | +96.7% | -63.4% | +16.6% |
| All | +33.2% | +99.1% | -65.8% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 3y: compounded portfolio wealth divided by compounded ELAN 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…
3y analysis · Full analysis span regression · 6 months rolling