-8.0%
NEE vs EW
+32.7%
-40.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.1% | -0.5% |
| 7D | -2.8% | +6.5% | -9.3% | -3.3% |
| 30D | +9.5% | +22.5% | -13.0% | +8.1% |
| 3M | +1.0% | +13.0% | -11.9% | -0.2% |
| 6M | -8.0% | +37.1% | -45.1% | -5.6% |
| All | -8.0% | +32.7% | -40.7% | -5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling