+294.7%
C vs NEE
+243.3%
+51.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +1.9% | -1.7% | +3.6% | +2.4% |
| 3M | +2.8% | -1.8% | +4.6% | +3.3% |
| 6M | +30.6% | -8.8% | +39.4% | +33.7% |
| YTD | +19.9% | +5.2% | +14.7% | +16.8% |
| 1Y | +44.6% | +21.3% | +23.2% | +34.1% |
| 3Y | +272.1% | +35.2% | +236.9% | +219.3% |
| 5Y | +132.0% | +10.1% | +121.8% | +111.0% |
| 10Y | +294.7% | +253.2% | +41.4% | +228.0% |
| All | +294.7% | +243.3% | +51.3% | +228.0% |
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