+33.2%
NEE vs NRG
+203.5%
-170.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.3% | -4.7% | +3.3% | -0.9% |
| 30D | -3.3% | -6.0% | +2.6% | -2.8% |
| 3M | -2.3% | -8.0% | +5.7% | -1.9% |
| 6M | -8.9% | -23.2% | +14.3% | -6.9% |
| YTD | +4.8% | -28.1% | +32.8% | +7.6% |
| 1Y | +18.7% | -27.3% | +46.0% | +21.5% |
| 3Y | +33.2% | +208.7% | -175.4% | -25.2% |
| All | +33.2% | +203.5% | -170.3% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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