+454.6%
NEE vs ESI
+224.6%
+230.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.1% |
| 7D | +1.9% | +3.3% | -1.4% | +1.6% |
| 30D | -2.2% | -5.9% | +3.7% | -1.6% |
| 3M | -1.2% | -14.1% | +12.9% | 0.0% |
| 6M | -8.6% | +6.6% | -15.1% | -10.0% |
| YTD | +6.2% | +45.0% | -38.8% | +0.7% |
| 1Y | +21.1% | +41.5% | -20.4% | +15.0% |
| 3Y | +36.4% | +78.8% | -42.4% | +24.7% |
| 5Y | +11.4% | +70.9% | -59.5% | +1.4% |
| 10Y | +250.0% | +317.1% | -67.1% | +188.4% |
| All | +454.6% | +224.6% | +230.0% | +387.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling