+244.8%
NEE vs EMR
+284.0%
-39.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.8% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | -3.3% | -6.8% | +3.4% | -1.8% |
| 3M | -2.3% | +7.5% | -9.7% | -4.2% |
| 6M | -8.9% | +9.9% | -18.7% | -11.5% |
| YTD | +4.8% | +16.0% | -11.2% | 0.0% |
| 1Y | +18.7% | +12.4% | +6.3% | +14.0% |
| 3Y | +33.2% | +60.2% | -27.0% | +13.9% |
| 5Y | +10.9% | +67.9% | -57.0% | -7.7% |
| All | +244.8% | +284.0% | -39.2% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 10y: compounded portfolio wealth divided by compounded EMR 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…
10y analysis · Full analysis span regression · 6 months rolling