+7,238.0%
NEE vs TECH
+101,053.8%
-93,815.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | -2.2% | +0.7% | -2.9% | -2.2% |
| 3M | -1.2% | +36.3% | -37.5% | -4.0% |
| 6M | -8.6% | +25.6% | -34.1% | -10.9% |
| YTD | +6.2% | +23.7% | -17.5% | +3.5% |
| 1Y | +21.1% | +37.6% | -16.5% | +16.6% |
| 3Y | +36.4% | -6.6% | +43.0% | +34.4% |
| 5Y | +11.4% | -42.2% | +53.6% | +13.3% |
| 10Y | +250.0% | +187.6% | +62.4% | +216.4% |
| All | +7,238.0% | +101,053.8% | -93,815.8% | +6,304.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 all: compounded portfolio wealth divided by compounded TECH 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…
all analysis · Full analysis span regression · 6 months rolling