+59.1%
DIA vs NEE
+15.1%
+44.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -1.6% | -2.8% | +1.2% | -1.1% |
| 30D | +1.3% | +9.5% | -8.2% | -0.6% |
| 3M | -2.1% | +1.0% | -3.1% | -2.3% |
| 6M | +6.2% | -8.0% | +14.2% | +7.8% |
| YTD | +10.3% | +9.4% | +0.9% | +7.8% |
| 1Y | +11.0% | +3.1% | +7.8% | +9.8% |
| 3Y | +60.4% | +70.5% | -10.1% | +37.9% |
| 5Y | +59.1% | +15.2% | +43.9% | +47.9% |
| All | +59.1% | +15.1% | +44.0% | +47.9% |
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