+21.3%
NEE vs REPL
+136.9%
-115.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.4% |
| 7D | -0.5% | -9.6% | +9.0% | -0.5% |
| 30D | -1.7% | +5.7% | -7.4% | -1.7% |
| 3M | -1.8% | +56.4% | -58.2% | -1.7% |
| 6M | -8.8% | +67.4% | -76.3% | -10.0% |
| YTD | +5.2% | +48.7% | -43.5% | +3.8% |
| 1Y | +21.3% | +148.3% | -126.9% | +20.2% |
| All | +21.3% | +136.9% | -115.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling