+11.0%
NEE vs EWT
+144.9%
-133.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | +0.2% |
| 7D | -1.9% | -1.1% | -0.8% | -1.7% |
| 30D | -3.1% | +4.8% | -7.9% | -4.0% |
| 3M | -2.4% | +11.1% | -13.6% | -4.9% |
| 6M | -8.6% | +54.6% | -63.2% | -18.5% |
| YTD | +4.9% | +71.4% | -66.5% | -9.2% |
| 1Y | +19.4% | +82.1% | -62.7% | +1.5% |
| 3Y | +34.9% | +193.2% | -158.4% | -4.4% |
| 5Y | +11.0% | +146.1% | -135.1% | -19.8% |
| All | +11.0% | +144.9% | -133.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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