+5,137.6%
NEE vs IT
+6,296.6%
-1,159.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -2.1% | +1.1% | -3.2% | -2.2% |
| 30D | +8.6% | -1.8% | +10.5% | +8.7% |
| 3M | -0.3% | +4.8% | -5.1% | -1.2% |
| 6M | -8.9% | +33.0% | -41.9% | -12.6% |
| YTD | +8.3% | -23.8% | +32.2% | +9.5% |
| 1Y | +4.3% | -16.5% | +20.8% | +4.2% |
| 3Y | +70.7% | -53.6% | +124.4% | +80.1% |
| 5Y | +12.8% | -42.1% | +54.9% | +15.2% |
| 10Y | +287.2% | +90.1% | +197.1% | +243.1% |
| All | +5,137.6% | +6,296.6% | -1,159.1% | +3,222.4% |
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