+512.3%
F vs NEE
+7,539.6%
-7,027.3%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -0.6% | +2.2% | -2.8% | -1.5% |
| 30D | +2.9% | +12.3% | -9.4% | -1.9% |
| 3M | -9.5% | +3.4% | -12.9% | -10.8% |
| 6M | +4.0% | -5.3% | +9.3% | +6.1% |
| YTD | -1.3% | +10.6% | -11.8% | -5.9% |
| 1Y | -1.9% | +6.5% | -8.4% | -5.2% |
| 3Y | +53.5% | +73.5% | -20.0% | +18.6% |
| 5Y | -15.1% | +17.0% | -32.1% | -24.2% |
| 10Y | +81.0% | +281.9% | -200.9% | -4.0% |
| All | +512.3% | +7,539.6% | -7,027.3% | +2.4% |
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 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