+11.3%
NEE vs ELV
+13.8%
-2.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -1.2% |
| 7D | -0.5% | -2.2% | +1.7% | -0.2% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | -1.8% | -6.1% | +4.3% | -1.1% |
| 6M | -8.8% | +42.8% | -51.7% | -14.3% |
| YTD | +5.2% | +14.4% | -9.2% | +1.9% |
| 1Y | +21.3% | +28.6% | -7.3% | +14.9% |
| 3Y | +35.2% | -7.4% | +42.6% | +35.0% |
| All | +11.3% | +13.8% | -2.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling