+7,238.0%
NEE vs NSC
+5,745.4%
+1,492.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | +1.9% | -5.5% | +7.5% | +3.2% |
| 30D | -2.2% | -3.2% | +1.1% | -1.5% |
| 3M | -1.2% | +7.7% | -8.8% | -3.0% |
| 6M | -8.6% | +4.5% | -13.1% | -9.7% |
| YTD | +6.2% | +15.6% | -9.4% | +2.5% |
| 1Y | +21.1% | +19.8% | +1.3% | +15.8% |
| 3Y | +36.4% | +70.1% | -33.7% | +18.9% |
| 5Y | +11.4% | +46.1% | -34.8% | 0.0% |
| 10Y | +250.0% | +328.1% | -78.1% | +144.2% |
| All | +7,238.0% | +5,745.4% | +1,492.6% | +2,723.1% |
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