+5,033.6%
NEE vs IT
+6,105.9%
-1,072.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.3% |
| 7D | +1.9% | -6.0% | +8.0% | +2.6% |
| 30D | -2.2% | 0.0% | -2.2% | -2.3% |
| 3M | -1.2% | +13.1% | -14.2% | -3.0% |
| 6M | -8.6% | +11.7% | -20.3% | -10.6% |
| YTD | +6.2% | -26.1% | +32.3% | +8.0% |
| 1Y | +21.1% | -21.3% | +42.4% | +21.9% |
| 3Y | +36.4% | -46.7% | +83.1% | +41.7% |
| 5Y | +11.4% | -40.5% | +51.9% | +13.6% |
| 10Y | +250.0% | +103.9% | +146.1% | +208.9% |
| All | +5,033.6% | +6,105.9% | -1,072.3% | +3,176.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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