+2,954.4%
NEE vs EWT
+594.1%
+2,360.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.2% |
| 7D | +1.9% | +4.0% | -2.0% | +1.0% |
| 30D | -2.2% | +10.3% | -12.5% | -4.5% |
| 3M | -1.2% | +6.1% | -7.3% | -3.3% |
| 6M | -8.6% | +56.6% | -65.2% | -19.4% |
| YTD | +6.2% | +76.6% | -70.4% | -9.3% |
| 1Y | +21.1% | +97.9% | -76.8% | +0.3% |
| 3Y | +36.4% | +198.0% | -161.6% | +0.3% |
| 5Y | +11.4% | +151.8% | -140.4% | -15.1% |
| 10Y | +250.0% | +514.1% | -264.1% | +111.4% |
| All | +2,954.4% | +594.1% | +2,360.4% | +1,371.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling