+84.7%
META vs NEE
+14.3%
+70.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +3.1% | -3.4% | +6.4% | +3.7% |
| 30D | -18.2% | +9.0% | -27.3% | -19.6% |
| 3M | +7.8% | +0.2% | +7.6% | +7.7% |
| 6M | +3.6% | -8.5% | +12.1% | +5.3% |
| YTD | -5.3% | +8.6% | -13.8% | -8.0% |
| 1Y | +2.7% | +2.2% | +0.6% | +1.3% |
| 3Y | +91.5% | +69.1% | +22.4% | +53.4% |
| 5Y | +84.7% | +13.0% | +71.7% | +70.3% |
| All | +84.7% | +14.3% | +70.4% | +70.3% |
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