+7,238.0%
NEE vs DE
+14,847.5%
-7,609.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.9% | +10.0% | -8.1% | +0.2% |
| 30D | -2.2% | +13.3% | -15.5% | -4.4% |
| 3M | -1.2% | +17.5% | -18.7% | -4.2% |
| 6M | -8.6% | +13.6% | -22.1% | -11.0% |
| YTD | +6.2% | +49.8% | -43.6% | -1.7% |
| 1Y | +21.1% | +47.9% | -26.8% | +12.2% |
| 3Y | +36.4% | +72.5% | -36.1% | +22.1% |
| 5Y | +11.4% | +90.2% | -78.9% | -3.3% |
| 10Y | +250.0% | +865.4% | -615.4% | +126.2% |
| All | +7,238.0% | +14,847.5% | -7,609.5% | +3,311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 all: compounded portfolio wealth divided by compounded DE 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…
all analysis · Full analysis span regression · 6 months rolling