+471.6%
NEE vs ESI
+207.0%
+264.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -0.7% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | +9.5% | -6.6% | +16.1% | +10.0% |
| 3M | +1.0% | -9.4% | +10.4% | +1.7% |
| 6M | -8.0% | -24.1% | +16.1% | -5.9% |
| YTD | +9.4% | +37.1% | -27.7% | +4.0% |
| 1Y | +3.1% | +24.5% | -21.4% | -0.9% |
| 3Y | +70.5% | +83.2% | -12.7% | +55.0% |
| 5Y | +15.2% | +44.0% | -28.7% | +6.3% |
| 10Y | +291.2% | +332.8% | -41.6% | +222.5% |
| All | +471.6% | +207.0% | +264.7% | +403.8% |
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