+284.2%
NEE vs ES
+98.2%
+186.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -2.1% | +2.7% | -4.8% | -4.0% |
| 30D | +8.6% | +7.6% | +1.0% | +3.1% |
| 3M | -0.3% | +0.5% | -0.8% | -0.8% |
| 6M | -8.9% | +7.6% | -16.5% | -13.9% |
| YTD | +8.3% | +10.2% | -1.9% | +0.2% |
| 1Y | +4.3% | +1.8% | +2.4% | +1.0% |
| 3Y | +70.7% | +55.4% | +15.4% | +17.3% |
| 5Y | +12.8% | +7.3% | +5.5% | +2.7% |
| All | +284.2% | +98.2% | +186.0% | +119.7% |
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