+7,386.6%
NEE vs EMR
+4,423.3%
+2,963.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.1% | +2.8% | -5.0% | -2.9% |
| 30D | +8.6% | +3.7% | +5.0% | +7.5% |
| 3M | -0.3% | +2.0% | -2.3% | -1.1% |
| 6M | -8.9% | +22.1% | -31.0% | -14.2% |
| YTD | +8.3% | +27.2% | -18.9% | +0.2% |
| 1Y | +4.3% | +32.0% | -27.8% | -4.6% |
| 3Y | +70.7% | +103.3% | -32.5% | +35.4% |
| 5Y | +12.8% | +88.2% | -75.4% | -9.4% |
| 10Y | +287.2% | +280.4% | +6.8% | +142.4% |
| All | +7,386.6% | +4,423.3% | +2,963.3% | +2,435.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling