+1,415.4%
NEE vs ET
+1,447.8%
-32.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.5% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | -1.7% | +5.3% | -7.0% | -2.4% |
| 3M | -1.8% | +15.6% | -17.5% | -3.7% |
| 6M | -8.8% | +20.6% | -29.5% | -11.1% |
| YTD | +5.2% | +38.5% | -33.3% | +0.8% |
| 1Y | +21.3% | +35.7% | -14.4% | +16.5% |
| 3Y | +35.2% | +98.4% | -63.2% | +23.3% |
| 5Y | +10.1% | +245.3% | -235.2% | -6.7% |
| 10Y | +253.2% | +173.7% | +79.5% | +192.5% |
| All | +1,415.4% | +1,447.8% | -32.4% | +466.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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