+816.6%
GLD vs NEE
+1,694.5%
-878.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +1.9% | -2.5% | -0.7% |
| 30D | +4.4% | -2.2% | +6.6% | +4.6% |
| 3M | -1.1% | -1.2% | +0.1% | -1.0% |
| 6M | -13.8% | -8.6% | -5.2% | -13.2% |
| YTD | +2.6% | +6.2% | -3.6% | +2.1% |
| 1Y | +24.5% | +21.1% | +3.4% | +22.5% |
| 3Y | +125.8% | +36.4% | +89.5% | +118.8% |
| 5Y | +137.8% | +11.4% | +126.4% | +132.9% |
| 10Y | +221.4% | +250.0% | -28.6% | +190.9% |
| All | +816.6% | +1,694.5% | -878.0% | +645.8% |
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