+10.9%
NEE vs REPL
-53.9%
+64.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +1.1% | -5.7% | +6.8% | +1.2% |
| 30D | -0.2% | +22.5% | -22.7% | -0.5% |
| 3M | +0.5% | +64.7% | -64.1% | -0.6% |
| 6M | -6.5% | +83.0% | -89.6% | -9.3% |
| YTD | +6.7% | +52.0% | -45.3% | +3.8% |
| 1Y | +23.6% | +144.5% | -120.9% | +18.1% |
| 3Y | +37.1% | -25.1% | +62.2% | +30.8% |
| 5Y | +10.9% | -52.9% | +63.8% | +2.2% |
| All | +10.9% | -53.9% | +64.8% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling