+7,273.1%
NEE vs NSC
+5,718.1%
+1,555.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +0.9% | +0.6% |
| 7D | +1.1% | -1.5% | +2.6% | +1.4% |
| 30D | -0.2% | -1.9% | +1.7% | +0.2% |
| 3M | +0.5% | +6.2% | -5.7% | -1.0% |
| 6M | -6.5% | +9.2% | -15.7% | -8.6% |
| YTD | +6.7% | +15.0% | -8.3% | +3.1% |
| 1Y | +23.6% | +21.1% | +2.5% | +18.0% |
| 3Y | +37.1% | +78.6% | -41.5% | +18.2% |
| 5Y | +10.9% | +45.9% | -35.0% | -0.3% |
| 10Y | +245.4% | +326.9% | -81.5% | +141.1% |
| All | +7,273.1% | +5,718.1% | +1,555.1% | +2,739.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NSC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling