+244.8%
NEE vs NOC
+192.5%
+52.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.8% | -2.1% | -1.6% |
| 30D | -3.3% | -9.7% | +6.4% | -0.6% |
| 3M | -2.3% | -5.6% | +3.4% | -1.0% |
| 6M | -8.9% | -28.6% | +19.7% | -0.3% |
| YTD | +4.8% | -7.9% | +12.6% | +6.1% |
| 1Y | +18.7% | -9.5% | +28.2% | +20.7% |
| 3Y | +33.2% | +28.4% | +4.9% | +19.7% |
| 5Y | +10.9% | +59.0% | -48.1% | -8.7% |
| All | +244.8% | +192.5% | +52.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 10y: compounded portfolio wealth divided by compounded NOC 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…
10y analysis · Full analysis span regression · 6 months rolling