+244.8%
NEE vs EVRG
+113.9%
+130.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -3.3% | -1.2% | -2.1% | -2.5% |
| 3M | -2.3% | -0.6% | -1.6% | -1.9% |
| 6M | -8.9% | +2.4% | -11.3% | -10.5% |
| YTD | +4.8% | +15.5% | -10.7% | -5.3% |
| 1Y | +18.7% | +16.8% | +1.9% | +6.4% |
| 3Y | +33.2% | +75.0% | -41.8% | -9.1% |
| 5Y | +10.9% | +49.3% | -38.5% | -16.6% |
| All | +244.8% | +113.9% | +130.9% | +104.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling