+71.4%
MSFT vs NEE
+12.6%
+58.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -1.4% | +1.1% | -2.5% | -1.6% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +20.2% | +0.5% | +19.7% | +20.0% |
| 6M | +21.3% | -6.5% | +27.8% | +22.1% |
| YTD | +2.8% | +6.7% | -3.9% | +0.5% |
| 1Y | 0.0% | +23.6% | -23.6% | -5.5% |
| 3Y | +51.2% | +37.1% | +14.1% | +35.7% |
| 5Y | +71.4% | +10.9% | +60.5% | +71.7% |
| All | +71.4% | +12.6% | +58.8% | +71.7% |
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 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