+755.6%
GOOGL vs NEE
+251.4%
+504.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | 0.0% | -1.3% | +1.4% | +0.4% |
| 30D | -1.4% | -3.3% | +1.9% | -0.4% |
| 3M | -5.3% | -2.3% | -3.1% | -4.8% |
| 6M | +9.8% | -8.9% | +18.7% | +12.4% |
| YTD | +8.4% | +4.8% | +3.6% | +6.2% |
| 1Y | +41.2% | +18.7% | +22.5% | +33.2% |
| 3Y | +149.6% | +33.2% | +116.3% | +117.7% |
| 5Y | +142.6% | +10.9% | +131.7% | +125.6% |
| All | +755.6% | +251.4% | +504.2% | +481.9% |
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