+3,196.2%
NEE vs EW
+6,974.1%
-3,777.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.3% |
| 3M | -1.2% | +2.8% | -4.0% | -1.7% |
| 6M | -8.6% | +5.5% | -14.1% | -9.7% |
| YTD | +6.2% | +5.5% | +0.7% | +4.7% |
| 1Y | +21.1% | +11.0% | +10.1% | +18.2% |
| 3Y | +36.4% | +17.7% | +18.7% | +28.7% |
| 5Y | +11.4% | -25.7% | +37.1% | +12.5% |
| 10Y | +250.0% | +132.8% | +117.2% | +187.8% |
| All | +3,196.2% | +6,974.1% | -3,777.9% | +1,507.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling