+63.6%
DIA vs NEE
+9.6%
+54.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | -2.7% | -1.7% | -1.0% | -2.4% |
| 3M | +3.3% | -1.8% | +5.1% | +3.6% |
| 6M | +10.4% | -8.8% | +19.3% | +12.2% |
| YTD | +10.0% | +5.2% | +4.8% | +8.4% |
| 1Y | +16.2% | +21.3% | -5.2% | +11.0% |
| 3Y | +58.7% | +35.2% | +23.5% | +45.3% |
| 5Y | +63.6% | +10.1% | +53.4% | +55.9% |
| All | +63.6% | +9.6% | +54.0% | +55.9% |
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