+9.0%
MSFT vs NEE
+11.3%
-2.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.9% | +1.8% | +7.9% |
| 7D | +4.7% | +9.2% | -4.5% | +7.2% |
| 30D | +5.8% | +16.0% | -10.1% | +10.6% |
| 3M | +13.0% | +2.2% | +10.8% | +13.2% |
| 6M | +34.9% | -6.0% | +40.9% | +31.9% |
| YTD | +15.7% | +12.6% | +3.1% | +16.2% |
| 1Y | +9.0% | +11.4% | -2.4% | +8.2% |
| All | +9.0% | +11.3% | -2.3% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling