+7,238.0%
NEE vs EVRG
+2,068.9%
+5,169.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.4% |
| 30D | -2.2% | -1.0% | -1.1% | -1.7% |
| 3M | -1.2% | +0.4% | -1.6% | -1.4% |
| 6M | -8.6% | -0.8% | -7.7% | -8.2% |
| YTD | +6.2% | +15.3% | -9.1% | -1.4% |
| 1Y | +21.1% | +17.9% | +3.2% | +11.1% |
| 3Y | +36.4% | +71.9% | -35.5% | +3.6% |
| 5Y | +11.4% | +45.3% | -33.9% | -8.0% |
| 10Y | +250.0% | +113.1% | +136.9% | +136.0% |
| All | +7,238.0% | +2,068.9% | +5,169.0% | +1,956.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling