+7,273.1%
NEE vs ETR
+4,465.2%
+2,807.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.2% |
| 7D | +1.1% | +1.4% | -0.3% | +0.2% |
| 30D | -0.2% | +1.9% | -2.1% | -1.3% |
| 3M | +0.5% | +1.0% | -0.5% | -0.2% |
| 6M | -6.5% | +4.8% | -11.4% | -9.5% |
| YTD | +6.7% | +19.5% | -12.8% | -4.5% |
| 1Y | +23.6% | +28.1% | -4.5% | +6.1% |
| 3Y | +37.1% | +151.1% | -114.0% | -22.7% |
| 5Y | +10.9% | +125.2% | -114.2% | -33.8% |
| 10Y | +245.4% | +291.1% | -45.8% | +47.2% |
| All | +7,273.1% | +4,465.2% | +2,807.9% | +1,087.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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