-5.6%
COST vs NEE
+19.3%
-24.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.3% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | -4.7% | -3.3% | -1.4% | -4.3% |
| 3M | -7.1% | -2.3% | -4.9% | -6.8% |
| 6M | -8.5% | -8.9% | +0.3% | -7.7% |
| YTD | +5.4% | +4.8% | +0.6% | +5.5% |
| 1Y | -5.6% | +18.7% | -24.4% | -1.3% |
| All | -5.6% | +19.3% | -24.9% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling