+244.8%
NEE vs NSC
+332.1%
-87.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.1% |
| 7D | -1.3% | -2.8% | +1.4% | -0.4% |
| 30D | -3.3% | -4.5% | +1.2% | -1.9% |
| 3M | -2.3% | +3.5% | -5.8% | -3.6% |
| 6M | -8.9% | +8.5% | -17.4% | -11.6% |
| YTD | +4.8% | +12.3% | -7.6% | +0.4% |
| 1Y | +18.7% | +18.9% | -0.2% | +11.6% |
| 3Y | +33.2% | +74.1% | -40.9% | +7.7% |
| 5Y | +10.9% | +43.9% | -33.1% | -5.2% |
| All | +244.8% | +332.1% | -87.2% | +141.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling