+1,961.0%
NEE vs NRG
+1,510.3%
+450.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -1.3% | -4.7% | +3.3% | -0.2% |
| 30D | -3.3% | -6.0% | +2.6% | -2.1% |
| 3M | -2.3% | -8.0% | +5.7% | -1.5% |
| 6M | -8.9% | -23.2% | +14.3% | -4.7% |
| YTD | +4.8% | -28.1% | +32.8% | +10.8% |
| 1Y | +18.7% | -27.3% | +46.0% | +24.4% |
| 3Y | +33.2% | +208.7% | -175.4% | -10.1% |
| 5Y | +10.9% | +197.7% | -186.8% | -25.9% |
| 10Y | +251.8% | +1,103.3% | -851.6% | +52.2% |
| All | +1,961.0% | +1,510.3% | +450.8% | +768.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling