+62.8%
META vs NEE
+11.7%
+51.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +6.7% | +1.9% | +4.8% | +6.3% |
| 30D | +4.8% | -2.2% | +6.9% | +5.2% |
| 3M | -1.6% | -1.2% | -0.5% | -1.5% |
| 6M | -7.5% | -8.6% | +1.1% | -6.1% |
| YTD | -6.4% | +6.2% | -12.6% | -8.6% |
| 1Y | -17.3% | +21.1% | -38.5% | -22.0% |
| 3Y | +109.9% | +36.4% | +73.5% | +85.6% |
| All | +62.8% | +11.7% | +51.1% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling