+33.2%
NEE vs NTRS
+168.2%
-134.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.4% |
| 7D | -1.3% | +1.4% | -2.7% | -1.6% |
| 30D | -3.3% | -0.7% | -2.7% | -3.2% |
| 3M | -2.3% | +11.3% | -13.6% | -4.5% |
| 6M | -8.9% | +35.5% | -44.4% | -15.0% |
| YTD | +4.8% | +40.6% | -35.8% | -3.6% |
| 1Y | +18.7% | +49.2% | -30.5% | +7.3% |
| 3Y | +33.2% | +167.2% | -134.0% | -10.9% |
| All | +33.2% | +168.2% | -134.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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