+284.2%
NEE vs ELF
+332.6%
-48.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.4% |
| 7D | -2.1% | +1.6% | -3.7% | -2.2% |
| 30D | +8.6% | +9.1% | -0.5% | +8.0% |
| 3M | -0.3% | +28.2% | -28.5% | -2.0% |
| 6M | -8.9% | +119.5% | -128.5% | -13.8% |
| YTD | +8.3% | +55.2% | -46.8% | +4.4% |
| 1Y | +4.3% | +58.6% | -54.3% | +0.2% |
| 3Y | +70.7% | +21.3% | +49.5% | +59.4% |
| 5Y | +12.8% | +276.2% | -263.4% | -6.9% |
| All | +284.2% | +332.6% | -48.4% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling