+28.3%
NEE vs EOSE
-58.6%
+87.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.3% |
| 7D | -0.5% | +15.0% | -15.5% | -1.1% |
| 30D | -1.7% | +2.5% | -4.2% | -1.9% |
| 3M | -1.8% | -33.7% | +31.9% | -0.9% |
| 6M | -8.8% | -32.7% | +23.9% | -8.6% |
| YTD | +5.2% | -63.8% | +69.0% | +7.2% |
| 1Y | +21.3% | -40.5% | +61.9% | +20.6% |
| 3Y | +35.2% | +50.4% | -15.2% | +24.0% |
| 5Y | +10.1% | -68.6% | +78.7% | -4.9% |
| All | +28.3% | -58.6% | +87.0% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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