+7,386.6%
NEE vs NSC
+5,741.3%
+1,645.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.2% |
| 7D | -2.1% | +2.5% | -4.6% | -2.7% |
| 30D | +8.6% | +1.7% | +6.9% | +8.2% |
| 3M | -0.3% | -2.6% | +2.3% | +0.2% |
| 6M | -8.9% | +6.4% | -15.3% | -10.4% |
| YTD | +8.3% | +15.5% | -7.1% | +4.5% |
| 1Y | +4.3% | +17.6% | -13.3% | +0.1% |
| 3Y | +70.7% | +75.0% | -4.2% | +47.9% |
| 5Y | +12.8% | +32.2% | -19.4% | +3.6% |
| 10Y | +287.2% | +296.6% | -9.4% | +174.5% |
| All | +7,386.6% | +5,741.3% | +1,645.3% | +2,780.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling