+18.7%
NEE vs NEM
+64.8%
-46.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.3% |
| 30D | -3.3% | +7.8% | -11.2% | -3.7% |
| 3M | -2.3% | +30.2% | -32.5% | -3.7% |
| 6M | -8.9% | +9.6% | -18.5% | -9.4% |
| YTD | +4.8% | +27.8% | -23.1% | +3.2% |
| 1Y | +18.7% | +60.7% | -42.0% | +12.8% |
| All | +18.7% | +64.8% | -46.1% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling