+284.2%
NEE vs EW
+254.3%
+29.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -2.1% | +4.9% | -7.0% | -3.1% |
| 30D | +8.6% | +23.9% | -15.3% | +3.6% |
| 3M | -0.3% | +15.8% | -16.1% | -3.6% |
| 6M | -8.9% | +31.7% | -40.6% | -14.5% |
| YTD | +8.3% | +25.7% | -17.3% | +2.3% |
| 1Y | +4.3% | +24.4% | -20.2% | -1.4% |
| 3Y | +70.7% | +65.9% | +4.9% | +44.5% |
| 5Y | +12.8% | -7.6% | +20.4% | +10.0% |
| All | +284.2% | +254.3% | +29.9% | +196.3% |
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