+232.6%
NEE vs ELF
+299.0%
-66.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | 0.0% |
| 7D | -1.9% | -10.8% | +8.9% | -1.2% |
| 30D | -3.1% | +0.8% | -3.9% | -3.2% |
| 3M | -2.4% | +64.8% | -67.2% | -5.8% |
| 6M | -8.6% | +19.0% | -27.6% | -10.1% |
| YTD | +4.9% | +25.9% | -21.0% | +2.5% |
| 1Y | +19.4% | -28.8% | +48.2% | +20.3% |
| 3Y | +34.9% | -29.6% | +64.5% | +31.1% |
| 5Y | +11.0% | +216.2% | -205.2% | -7.4% |
| All | +232.6% | +299.0% | -66.4% | +157.7% |
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