+7,150.9%
NEE vs ETN
+19,968.1%
-12,817.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.9% | +3.0% | -5.0% | -2.6% |
| 30D | -3.1% | -10.9% | +7.8% | -0.8% |
| 3M | -2.4% | +9.2% | -11.7% | -5.0% |
| 6M | -8.6% | +13.9% | -22.5% | -12.1% |
| YTD | +4.9% | +29.5% | -24.6% | -2.1% |
| 1Y | +19.4% | +14.2% | +5.2% | +14.1% |
| 3Y | +34.9% | +79.9% | -45.0% | +13.2% |
| 5Y | +11.0% | +175.7% | -164.6% | -16.3% |
| 10Y | +252.3% | +693.2% | -440.9% | +105.1% |
| All | +7,150.9% | +19,968.1% | -12,817.2% | +2,573.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling