+11.7%
NEE vs ELF
+244.6%
-232.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.7% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | -0.2% | +5.9% | -6.1% | -0.6% |
| 3M | +0.5% | +99.5% | -99.0% | -3.6% |
| 6M | -6.5% | +26.5% | -33.1% | -8.1% |
| YTD | +6.7% | +37.2% | -30.5% | +4.0% |
| 1Y | +23.6% | -24.4% | +48.0% | +24.3% |
| 3Y | +37.1% | -23.3% | +60.5% | +30.9% |
| All | +11.7% | +244.6% | -232.9% | -19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling