+86.4%
F vs NEE
+248.4%
-162.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.5% | -4.7% | -4.4% |
| 7D | +1.2% | +1.1% | +0.1% | +0.7% |
| 30D | +1.2% | -0.2% | +1.5% | +1.3% |
| 3M | -5.7% | +0.5% | -6.2% | -6.0% |
| 6M | +17.9% | -6.5% | +24.5% | +20.4% |
| YTD | +10.4% | +6.7% | +3.7% | +6.9% |
| 1Y | +25.3% | +23.6% | +1.7% | +14.3% |
| 3Y | +37.5% | +37.1% | +0.3% | +16.7% |
| 5Y | +46.5% | +10.9% | +35.6% | +33.7% |
| 10Y | +86.4% | +245.4% | -159.0% | +41.0% |
| All | +86.4% | +248.4% | -162.0% | +41.0% |
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