+7,238.0%
NEE vs EMR
+4,039.8%
+3,198.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.2% |
| 7D | +1.9% | -1.5% | +3.5% | +2.3% |
| 30D | -2.2% | -5.6% | +3.5% | -0.7% |
| 3M | -1.2% | +7.9% | -9.1% | -3.6% |
| 6M | -8.6% | +6.0% | -14.6% | -10.7% |
| YTD | +6.2% | +16.4% | -10.3% | +0.7% |
| 1Y | +21.1% | +16.6% | +4.5% | +14.5% |
| 3Y | +36.4% | +62.9% | -26.5% | +15.0% |
| 5Y | +11.4% | +60.1% | -48.7% | -6.5% |
| 10Y | +250.0% | +268.7% | -18.8% | +120.7% |
| All | +7,238.0% | +4,039.8% | +3,198.1% | +2,449.2% |
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