+10.9%
NEE vs EW
-28.5%
+39.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.0% |
| 7D | +1.1% | -4.4% | +5.5% | +1.8% |
| 30D | -0.2% | -3.3% | +3.1% | +0.3% |
| 3M | +0.5% | +1.0% | -0.5% | +0.3% |
| 6M | -6.5% | +6.2% | -12.7% | -7.7% |
| YTD | +6.7% | +1.7% | +5.0% | +6.0% |
| 1Y | +23.6% | +8.1% | +15.5% | +21.4% |
| 3Y | +37.1% | +17.1% | +20.1% | +28.6% |
| 5Y | +10.9% | -29.4% | +40.3% | +15.7% |
| All | +10.9% | -28.5% | +39.4% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling