+1,644.6%
ASML vs NEE
+248.2%
+1,396.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +2.2% | -2.2% | +4.3% | +2.9% |
| 3M | -2.3% | -1.2% | -1.1% | -2.1% |
| 6M | +23.0% | -8.6% | +31.5% | +26.3% |
| YTD | +61.1% | +6.2% | +54.9% | +56.4% |
| 1Y | +129.1% | +21.1% | +108.0% | +111.7% |
| 3Y | +165.4% | +36.4% | +129.0% | +122.8% |
| 5Y | +109.5% | +11.4% | +98.1% | +91.6% |
| All | +1,644.6% | +248.2% | +1,396.4% | +1,059.7% |
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