+335.7%
CSCO vs NEE
+290.2%
+45.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.1% | +1.5% |
| 7D | +6.6% | -3.4% | +9.9% | +7.6% |
| 30D | -11.3% | +9.0% | -20.4% | -13.7% |
| 3M | -17.3% | +0.2% | -17.5% | -17.5% |
| 6M | +3.5% | -8.5% | +12.0% | +5.9% |
| YTD | +34.9% | +8.6% | +26.3% | +30.3% |
| 1Y | +40.5% | +2.2% | +38.3% | +38.1% |
| 3Y | +109.3% | +69.1% | +40.2% | +66.6% |
| 5Y | +105.9% | +13.0% | +92.8% | +88.3% |
| All | +335.7% | +290.2% | +45.5% | +159.3% |
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 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