+33.2%
NEE vs NLY
+64.2%
-30.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.3% | -4.0% | +2.6% | +0.4% |
| 30D | -3.3% | -5.2% | +1.9% | -1.1% |
| 3M | -2.3% | +2.8% | -5.1% | -3.6% |
| 6M | -8.9% | +4.2% | -13.1% | -10.9% |
| YTD | +4.8% | +4.7% | +0.1% | +2.0% |
| 1Y | +18.7% | +12.7% | +6.0% | +11.4% |
| 3Y | +33.2% | +62.5% | -29.3% | +3.5% |
| All | +33.2% | +64.2% | -30.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 3y: compounded portfolio wealth divided by compounded NLY 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…
3y analysis · Full analysis span regression · 6 months rolling