+245.4%
NEE vs ESI
+310.7%
-65.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.4% |
| 7D | -1.9% | -2.3% | +0.4% | -1.6% |
| 30D | -3.1% | -9.0% | +5.9% | -1.8% |
| 3M | -2.4% | -13.3% | +10.8% | -0.9% |
| 6M | -8.6% | +5.3% | -13.9% | -10.7% |
| YTD | +4.9% | +37.6% | -32.7% | -2.4% |
| 1Y | +19.4% | +33.6% | -14.2% | +11.3% |
| 3Y | +34.9% | +75.8% | -40.9% | +17.7% |
| 5Y | +11.0% | +68.6% | -57.6% | -3.9% |
| All | +245.4% | +310.7% | -65.3% | +151.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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