+244.8%
NEE vs EWZ
+94.8%
+150.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -1.3% | +0.9% | -2.2% | -1.5% |
| 30D | -3.3% | +12.8% | -16.1% | -5.7% |
| 3M | -2.3% | +10.8% | -13.0% | -4.4% |
| 6M | -8.9% | +2.5% | -11.4% | -9.6% |
| YTD | +4.8% | +21.4% | -16.6% | +0.2% |
| 1Y | +18.7% | +32.8% | -14.1% | +11.3% |
| 3Y | +33.2% | +45.2% | -11.9% | +21.8% |
| 5Y | +10.9% | +63.0% | -52.1% | -2.8% |
| All | +244.8% | +94.8% | +150.1% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling