+33.2%
NEE vs ELV
-2.1%
+35.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | +3.2% | -4.5% | -1.6% |
| 30D | -3.3% | +5.4% | -8.7% | -3.8% |
| 3M | -2.3% | +5.4% | -7.6% | -2.8% |
| 6M | -8.9% | +45.7% | -54.6% | -12.7% |
| YTD | +4.8% | +21.2% | -16.4% | +1.9% |
| 1Y | +18.7% | +35.6% | -16.9% | +13.8% |
| 3Y | +33.2% | -2.0% | +35.3% | +35.4% |
| All | +33.2% | -2.1% | +35.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling