+252.1%
INTC vs NEE
+251.4%
+0.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.7% |
| 7D | +7.5% | -1.3% | +8.8% | +8.0% |
| 30D | +2.0% | -3.3% | +5.3% | +3.3% |
| 3M | -12.0% | -2.3% | -9.7% | -11.4% |
| 6M | +114.5% | -8.9% | +123.4% | +120.7% |
| YTD | +179.0% | +4.8% | +174.2% | +170.9% |
| 1Y | +318.3% | +18.7% | +299.6% | +287.0% |
| 3Y | +171.2% | +33.2% | +138.0% | +130.2% |
| 5Y | +107.6% | +10.9% | +96.7% | +88.8% |
| All | +252.1% | +251.4% | +0.8% | +101.7% |
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