+1,395.4%
ASML vs NEE
+262.8%
+1,132.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.5% |
| 7D | -9.0% | +3.9% | -12.9% | -10.3% |
| 30D | -21.0% | +12.8% | -33.8% | -24.5% |
| 3M | -16.3% | +3.6% | -19.8% | -17.6% |
| 6M | -7.5% | -7.5% | 0.0% | -5.5% |
| YTD | +34.0% | +10.7% | +23.3% | +27.8% |
| 1Y | +39.3% | +9.1% | +30.2% | +33.4% |
| 3Y | +128.9% | +61.0% | +67.9% | +79.2% |
| 5Y | +76.1% | +16.3% | +59.8% | +58.1% |
| All | +1,395.4% | +262.8% | +1,132.6% | +874.5% |
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