+5,432.0%
NEE vs EME
+62,686.4%
-57,254.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +1.1% | +5.2% | -4.1% | +0.3% |
| 30D | -0.2% | -5.4% | +5.1% | +0.5% |
| 3M | +0.5% | -6.1% | +6.6% | +0.9% |
| 6M | -6.5% | +9.7% | -16.2% | -8.6% |
| YTD | +6.7% | +26.6% | -19.9% | +1.8% |
| 1Y | +23.6% | +24.6% | -1.0% | +17.6% |
| 3Y | +37.1% | +249.6% | -212.5% | +8.1% |
| 5Y | +10.9% | +556.6% | -545.6% | -21.7% |
| 10Y | +245.4% | +1,286.6% | -1,041.3% | +110.6% |
| All | +5,432.0% | +62,686.4% | -57,254.4% | +2,457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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