-15.8%
F vs NEE
+16.3%
-32.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +1.6% | +3.9% | -2.3% | +0.1% |
| 30D | +2.6% | +12.8% | -10.2% | -2.0% |
| 3M | -8.8% | +3.6% | -12.4% | -10.1% |
| 6M | +4.6% | -7.5% | +12.1% | +7.5% |
| YTD | -1.9% | +10.7% | -12.6% | -6.3% |
| 1Y | -0.8% | +9.1% | -9.8% | -4.8% |
| 3Y | +43.5% | +61.0% | -17.5% | +13.3% |
| All | -15.8% | +16.3% | -32.1% | -31.4% |
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