+11.3%
NEE vs NYT
+38.8%
-27.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.2% |
| 7D | -1.3% | -0.6% | -0.7% | -1.3% |
| 30D | -3.3% | +4.6% | -7.9% | -4.0% |
| 3M | -2.3% | -9.6% | +7.3% | -1.1% |
| 6M | -8.9% | -14.0% | +5.1% | -7.3% |
| YTD | +4.8% | -2.8% | +7.6% | +4.2% |
| 1Y | +18.7% | +15.6% | +3.1% | +14.2% |
| 3Y | +33.2% | +56.3% | -23.1% | +18.7% |
| All | +11.3% | +38.8% | -27.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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