+22.3%
DIS vs NEE
+243.3%
-221.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.5% |
| 3M | +5.7% | -1.8% | +7.5% | +6.2% |
| 6M | +3.3% | -8.8% | +12.1% | +5.7% |
| YTD | -7.7% | +5.2% | -12.9% | -9.9% |
| 1Y | -10.0% | +21.3% | -31.3% | -16.2% |
| 3Y | +31.7% | +35.2% | -3.5% | +14.8% |
| 5Y | -42.2% | +10.1% | -52.3% | -46.2% |
| 10Y | +22.3% | +253.2% | -230.9% | -10.7% |
| All | +22.3% | +243.3% | -221.0% | -10.7% |
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