-8.5%
NEE vs NEM
-4.7%
-3.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | -3.4% | -5.9% | +2.6% | -3.0% |
| 30D | +9.0% | -2.6% | +11.6% | +8.8% |
| 3M | +0.2% | -4.2% | +4.4% | +0.1% |
| 6M | -8.5% | -5.5% | -3.0% | -9.8% |
| All | -8.5% | -4.7% | -3.8% | -9.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling