+137.9%
NEE vs ELAN
-29.1%
+167.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +0.2% |
| 7D | -1.9% | -6.4% | +4.5% | -0.9% |
| 30D | -3.1% | +0.6% | -3.7% | -3.3% |
| 3M | -2.4% | 0.0% | -2.4% | -2.7% |
| 6M | -8.6% | -3.4% | -5.2% | -9.1% |
| YTD | +4.9% | +1.0% | +3.9% | +3.5% |
| 1Y | +19.4% | +24.7% | -5.3% | +13.3% |
| 3Y | +34.9% | +97.2% | -62.4% | +12.0% |
| 5Y | +11.0% | -31.5% | +42.5% | +14.3% |
| All | +137.9% | -29.1% | +167.1% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling