+285.0%
NEE vs ES
+96.6%
+188.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.4% |
| 7D | -3.4% | -1.1% | -2.3% | -2.7% |
| 30D | +9.0% | +8.2% | +0.8% | +3.1% |
| 3M | +0.2% | +0.6% | -0.4% | -0.4% |
| 6M | -8.5% | +6.0% | -14.5% | -12.5% |
| YTD | +8.6% | +9.3% | -0.8% | +1.0% |
| 1Y | +2.2% | +1.1% | +1.0% | -0.6% |
| 3Y | +69.1% | +51.9% | +17.2% | +18.2% |
| 5Y | +13.0% | +6.5% | +6.6% | +3.5% |
| All | +285.0% | +96.6% | +188.3% | +121.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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