+36.5%
NEE vs EW
+18.3%
+18.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | +1.9% | -0.3% | +2.3% | +2.0% |
| 30D | -2.2% | +1.0% | -3.2% | -2.2% |
| 3M | -1.2% | +2.8% | -4.0% | -1.4% |
| 6M | -8.6% | +5.5% | -14.1% | -8.9% |
| YTD | +6.2% | +5.5% | +0.7% | +5.7% |
| 1Y | +21.1% | +11.0% | +10.1% | +19.9% |
| All | +36.5% | +18.3% | +18.2% | +24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling