+13.0%
NEE vs NEM
+121.3%
-108.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | 0.0% |
| 7D | -3.4% | -5.9% | +2.6% | -2.4% |
| 30D | +9.0% | -2.6% | +11.6% | +9.3% |
| 3M | +0.2% | -4.2% | +4.4% | +0.5% |
| 6M | -8.5% | -5.5% | -3.0% | -8.4% |
| YTD | +8.6% | +13.5% | -5.0% | +3.9% |
| 1Y | +2.2% | +22.2% | -20.0% | -3.9% |
| 3Y | +69.1% | +249.0% | -179.9% | +21.9% |
| 5Y | +13.0% | +120.1% | -107.1% | -8.8% |
| All | +13.0% | +121.3% | -108.2% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling