+138.5%
NEE vs REPL
-17.3%
+155.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | -0.1% |
| 7D | -1.9% | -13.4% | +11.5% | -1.6% |
| 30D | -3.1% | -3.0% | -0.1% | -3.1% |
| 3M | -2.4% | +56.3% | -58.7% | -4.4% |
| 6M | -8.6% | +60.9% | -69.5% | -12.8% |
| YTD | +4.9% | +36.2% | -31.3% | +0.4% |
| 1Y | +19.4% | +121.0% | -101.7% | +10.9% |
| 3Y | +34.9% | -32.8% | +67.7% | +22.4% |
| 5Y | +11.0% | -58.7% | +69.7% | +1.6% |
| All | +138.5% | -17.3% | +155.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling