+692.8%
GOOGL vs NEE
+289.4%
+403.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | +3.9% | -2.1% | +6.0% | +4.5% |
| 30D | -14.9% | +8.6% | -23.5% | -17.1% |
| 3M | -14.6% | -0.3% | -14.3% | -14.7% |
| 6M | -26.4% | -8.9% | -17.5% | -24.7% |
| YTD | -5.3% | +8.3% | -13.7% | -8.3% |
| 1Y | +6.5% | +4.3% | +2.2% | +4.3% |
| 3Y | +126.0% | +70.7% | +55.3% | +80.1% |
| 5Y | +100.8% | +12.8% | +88.0% | +86.0% |
| All | +692.8% | +289.4% | +403.4% | +440.5% |
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