+11.3%
NEE vs NUE
+146.6%
-135.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.7% | -0.3% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -3.3% | -4.6% | +1.2% | -2.9% |
| 3M | -2.3% | -0.3% | -1.9% | -2.4% |
| 6M | -8.9% | +51.9% | -60.7% | -13.0% |
| YTD | +4.8% | +60.0% | -55.2% | -0.7% |
| 1Y | +18.7% | +82.9% | -64.2% | +10.8% |
| 3Y | +33.2% | +66.0% | -32.7% | +23.9% |
| All | +11.3% | +146.6% | -135.3% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NUE.
Daily Out/Under-Performance
Portfolio return minus NUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NUE 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 5y: compounded portfolio wealth divided by compounded NUE 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…
5y analysis · Full analysis span regression · 6 months rolling