+33.8%
NEE vs NSC
+75.0%
-41.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.1% |
| 7D | -0.5% | -2.0% | +1.5% | 0.0% |
| 30D | -1.7% | -3.2% | +1.5% | -1.0% |
| 3M | -1.8% | +3.9% | -5.8% | -3.0% |
| 6M | -8.8% | +7.8% | -16.6% | -10.8% |
| YTD | +5.2% | +13.4% | -8.2% | +1.6% |
| 1Y | +21.3% | +20.3% | +1.0% | +15.6% |
| All | +33.8% | +75.0% | -41.2% | +4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling