+51.2%
MSFT vs NEE
+38.3%
+12.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.1% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +20.2% | +0.5% | +19.7% | +20.2% |
| 6M | +21.3% | -6.5% | +27.8% | +21.0% |
| YTD | +2.8% | +6.7% | -3.9% | +2.4% |
| 1Y | 0.0% | +23.6% | -23.6% | -0.6% |
| 3Y | +51.2% | +37.1% | +14.1% | +46.4% |
| All | +51.2% | +38.3% | +12.9% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling