+11.0%
NEE vs EWZ
+60.3%
-49.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | -1.9% | +1.1% | -3.1% | -2.1% |
| 30D | -3.1% | +13.5% | -16.6% | -5.5% |
| 3M | -2.4% | +15.2% | -17.7% | -5.2% |
| 6M | -8.6% | +3.7% | -12.3% | -9.5% |
| YTD | +4.9% | +22.5% | -17.6% | +0.4% |
| 1Y | +19.4% | +35.3% | -15.9% | +11.8% |
| 3Y | +34.9% | +50.2% | -15.3% | +22.9% |
| 5Y | +11.0% | +64.6% | -53.5% | -0.4% |
| All | +11.0% | +60.3% | -49.3% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling