+2,628.2%
NEE vs ELV
+2,409.5%
+218.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.8% |
| 7D | +1.1% | -0.3% | +1.4% | +1.1% |
| 30D | -0.2% | +2.0% | -2.2% | -0.7% |
| 3M | +0.5% | -3.5% | +4.0% | +0.9% |
| 6M | -6.5% | +40.2% | -46.7% | -14.0% |
| YTD | +6.7% | +15.8% | -9.1% | +1.9% |
| 1Y | +23.6% | +33.2% | -9.6% | +14.0% |
| 3Y | +37.1% | -6.2% | +43.4% | +34.6% |
| 5Y | +10.9% | +16.4% | -5.5% | +2.1% |
| 10Y | +245.4% | +259.8% | -14.4% | +135.1% |
| All | +2,628.2% | +2,409.5% | +218.6% | +1,173.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling