+1,557.1%
ASML vs NEE
+289.4%
+1,267.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +4.9% | -2.1% | +7.0% | +5.7% |
| 30D | -9.3% | +8.6% | -17.9% | -12.2% |
| 3M | -19.0% | -0.3% | -18.7% | -19.2% |
| 6M | -5.2% | -8.9% | +3.7% | -2.7% |
| YTD | +40.6% | +8.3% | +32.3% | +35.1% |
| 1Y | +47.5% | +4.3% | +43.2% | +43.6% |
| 3Y | +133.9% | +70.7% | +63.1% | +77.8% |
| 5Y | +83.8% | +12.8% | +71.0% | +66.9% |
| All | +1,557.1% | +289.4% | +1,267.7% | +976.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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