+768.7%
NEE vs MSCI
+2,756.4%
-1,987.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | -2.2% | +0.6% | -2.7% | -2.3% |
| 3M | -1.2% | -7.1% | +5.9% | +0.1% |
| 6M | -8.6% | +0.8% | -9.4% | -9.5% |
| YTD | +6.2% | +1.0% | +5.2% | +4.6% |
| 1Y | +21.1% | +4.3% | +16.8% | +17.9% |
| 3Y | +36.4% | +9.9% | +26.4% | +29.0% |
| 5Y | +11.4% | -6.8% | +18.1% | +7.4% |
| 10Y | +250.0% | +614.7% | -364.7% | +108.4% |
| All | +768.7% | +2,756.4% | -1,987.7% | +238.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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