+11,671.2%
COST vs NEE
+7,273.1%
+4,398.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.8% |
| 7D | -3.2% | +1.1% | -4.3% | -3.5% |
| 30D | -4.0% | -0.2% | -3.7% | -3.9% |
| 3M | -6.5% | +0.5% | -7.0% | -6.7% |
| 6M | -8.5% | -6.5% | -2.0% | -7.0% |
| YTD | +6.0% | +6.7% | -0.7% | +3.5% |
| 1Y | -5.8% | +23.6% | -29.4% | -12.3% |
| 3Y | +71.8% | +37.1% | +34.7% | +49.7% |
| 5Y | +106.2% | +10.9% | +95.3% | +90.8% |
| 10Y | +602.0% | +245.4% | +356.7% | +338.8% |
| All | +11,671.2% | +7,273.1% | +4,398.0% | +2,131.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling