+284.2%
NEE vs EMR
+277.9%
+6.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | +2.5% | -4.6% | -2.7% |
| 30D | +8.6% | +3.3% | +5.3% | +7.7% |
| 3M | -0.3% | +1.7% | -2.0% | -0.9% |
| 6M | -8.9% | +21.7% | -30.6% | -13.6% |
| YTD | +8.3% | +26.8% | -18.4% | +1.0% |
| 1Y | +4.3% | +31.6% | -27.3% | -3.8% |
| 3Y | +70.7% | +102.5% | -31.8% | +36.3% |
| 5Y | +12.8% | +87.5% | -74.7% | -9.0% |
| All | +284.2% | +277.9% | +6.3% | +154.5% |
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