+164.7%
NEE vs NTR
+97.9%
+66.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.3% | -1.3% | -0.1% | -1.1% |
| 30D | -3.3% | +16.8% | -20.1% | -6.2% |
| 3M | -2.3% | +20.7% | -23.0% | -5.9% |
| 6M | -8.9% | +0.5% | -9.4% | -9.4% |
| YTD | +4.8% | +29.2% | -24.4% | -1.0% |
| 1Y | +18.7% | +39.6% | -20.9% | +10.1% |
| 3Y | +33.2% | +37.9% | -4.6% | +22.4% |
| 5Y | +10.9% | +47.1% | -36.2% | -4.1% |
| All | +164.7% | +97.9% | +66.7% | +81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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