+10.1%
NEE vs NOC
+55.2%
-45.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -0.5% | -1.6% | +1.0% | -0.2% |
| 30D | -1.7% | -10.4% | +8.7% | +0.6% |
| 3M | -1.8% | -5.6% | +3.8% | -0.9% |
| 6M | -8.8% | -30.4% | +21.6% | -1.7% |
| YTD | +5.2% | -8.5% | +13.7% | +6.3% |
| 1Y | +21.3% | -8.3% | +29.7% | +22.4% |
| 3Y | +35.2% | +28.2% | +7.0% | +24.2% |
| 5Y | +10.1% | +56.7% | -46.6% | -2.5% |
| All | +10.1% | +55.2% | -45.0% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling