+236.6%
NEE vs ELF
+357.0%
-120.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.9% |
| 7D | +1.9% | +5.4% | -3.4% | +1.6% |
| 30D | -2.2% | +27.0% | -29.1% | -3.7% |
| 3M | -1.2% | +113.2% | -114.4% | -6.2% |
| 6M | -8.6% | +36.6% | -45.1% | -10.9% |
| YTD | +6.2% | +44.2% | -38.0% | +2.8% |
| 1Y | +21.1% | -18.0% | +39.1% | +21.0% |
| 3Y | +36.4% | -19.9% | +56.3% | +31.5% |
| 5Y | +11.4% | +257.7% | -246.3% | -7.8% |
| All | +236.6% | +357.0% | -120.4% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling