+33.2%
NEE vs ETN
+86.8%
-53.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -0.5% |
| 7D | -1.3% | +3.5% | -4.9% | -1.6% |
| 30D | -3.3% | -7.5% | +4.2% | -2.7% |
| 3M | -2.3% | +8.3% | -10.6% | -3.2% |
| 6M | -8.9% | +20.2% | -29.0% | -10.7% |
| YTD | +4.8% | +34.7% | -29.9% | +1.6% |
| 1Y | +18.7% | +19.4% | -0.7% | +16.2% |
| 3Y | +33.2% | +85.5% | -52.3% | +8.1% |
| All | +33.2% | +86.8% | -53.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling