+3,308.4%
NEE vs EW
+8,084.4%
-4,776.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.3% | +9.3% | -7.0% | +0.8% |
| 30D | +11.5% | +22.1% | -10.6% | +7.7% |
| 3M | +2.6% | +13.0% | -10.4% | +0.4% |
| 6M | -6.0% | +30.1% | -36.0% | -10.4% |
| YTD | +9.8% | +22.0% | -12.2% | +5.5% |
| 1Y | +4.7% | +23.7% | -19.0% | +0.3% |
| 3Y | +71.0% | +62.0% | +9.1% | +52.6% |
| 5Y | +15.8% | -12.4% | +28.2% | +13.7% |
| 10Y | +287.3% | +236.1% | +51.2% | +201.4% |
| All | +3,308.4% | +8,084.4% | -4,776.0% | +1,519.8% |
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