+87.9%
NEE vs DT
+101.6%
-13.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -3.1% | +3.5% | -6.7% | -3.6% |
| 3M | -2.4% | +26.7% | -29.1% | -5.5% |
| 6M | -8.6% | +36.1% | -44.7% | -12.9% |
| YTD | +4.9% | +18.6% | -13.7% | +1.6% |
| 1Y | +19.4% | +7.9% | +11.5% | +17.1% |
| 3Y | +34.9% | +8.6% | +26.3% | +29.4% |
| 5Y | +11.0% | -26.7% | +37.7% | +10.0% |
| All | +87.9% | +101.6% | -13.7% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling