+7,273.1%
NEE vs NOC
+16,574.1%
-9,301.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | +1.1% | -2.7% | +3.8% | +1.7% |
| 30D | -0.2% | -8.9% | +8.6% | +1.7% |
| 3M | +0.5% | -3.7% | +4.2% | +1.1% |
| 6M | -6.5% | -30.8% | +24.3% | +0.8% |
| YTD | +6.7% | -7.9% | +14.6% | +7.9% |
| 1Y | +23.6% | -9.4% | +33.0% | +25.3% |
| 3Y | +37.1% | +29.0% | +8.2% | +27.3% |
| 5Y | +10.9% | +56.1% | -45.1% | -2.0% |
| 10Y | +245.4% | +186.3% | +59.1% | +166.0% |
| All | +7,273.1% | +16,574.1% | -9,301.0% | +3,327.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling