+506.4%
F vs NEE
+7,463.1%
-6,956.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.1% | -2.8% | +0.6% | -1.0% |
| 30D | +3.3% | +9.5% | -6.2% | -0.5% |
| 3M | -11.3% | +1.0% | -12.4% | -11.8% |
| 6M | +5.3% | -8.0% | +13.3% | +8.7% |
| YTD | -2.2% | +9.4% | -11.7% | -6.5% |
| 1Y | -3.5% | +3.1% | -6.7% | -5.6% |
| 3Y | +49.5% | +70.5% | -21.0% | +16.4% |
| 5Y | -13.5% | +15.2% | -28.7% | -22.3% |
| 10Y | +69.0% | +291.2% | -222.2% | -11.2% |
| All | +506.4% | +7,463.1% | -6,956.8% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling