+112.4%
C vs NEE
+17.3%
+95.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.3% |
| 30D | -5.4% | +12.3% | -17.7% | -7.2% |
| 3M | -9.2% | +3.4% | -12.5% | -9.7% |
| 6M | -1.8% | -5.3% | +3.5% | -1.1% |
| YTD | +6.7% | +10.6% | -3.9% | +4.1% |
| 1Y | +23.5% | +6.5% | +17.1% | +21.3% |
| 3Y | +219.8% | +73.5% | +146.3% | +174.5% |
| 5Y | +112.4% | +17.0% | +95.4% | +83.6% |
| All | +112.4% | +17.3% | +95.1% | +83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling