-8.9%
NEE vs ELF
+111.9%
-120.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -0.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.1% |
| 30D | +8.6% | +9.1% | -0.5% | +8.5% |
| 3M | -0.3% | +28.2% | -28.5% | -0.5% |
| 6M | -8.9% | +119.5% | -128.5% | -13.2% |
| All | -8.9% | +111.9% | -120.8% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling