+33.2%
NEE vs EQX
+168.9%
-135.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.3% | -3.2% | +1.9% | -1.1% |
| 30D | -3.3% | +7.8% | -11.1% | -4.0% |
| 3M | -2.3% | +21.3% | -23.6% | -4.2% |
| 6M | -8.9% | -22.4% | +13.6% | -7.4% |
| YTD | +4.8% | -11.3% | +16.1% | +4.6% |
| 1Y | +18.7% | +13.5% | +5.2% | +15.3% |
| 3Y | +33.2% | +162.1% | -128.9% | +9.9% |
| All | +33.2% | +168.9% | -135.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling