+253.2%
NEE vs EW
+121.7%
+131.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.5% | -5.1% | +4.6% | +0.5% |
| 30D | -1.7% | -6.4% | +4.7% | -0.3% |
| 3M | -1.8% | -1.6% | -0.3% | -1.6% |
| 6M | -8.8% | +2.3% | -11.1% | -9.7% |
| YTD | +5.2% | +1.1% | +4.1% | +4.3% |
| 1Y | +21.3% | +8.0% | +13.3% | +18.3% |
| 3Y | +35.2% | +16.3% | +18.8% | +25.0% |
| 5Y | +10.1% | -29.4% | +39.5% | +14.0% |
| 10Y | +253.2% | +125.6% | +127.6% | +188.6% |
| All | +253.2% | +121.7% | +131.6% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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