+244.8%
NEE vs TRI
+196.2%
+48.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -1.3% | -7.9% | +6.5% | +0.8% |
| 30D | -3.3% | -4.5% | +1.2% | -2.5% |
| 3M | -2.3% | +22.1% | -24.4% | -9.3% |
| 6M | -8.9% | -2.8% | -6.1% | -10.1% |
| YTD | +4.8% | -23.4% | +28.2% | +12.7% |
| 1Y | +18.7% | -41.5% | +60.3% | +44.0% |
| 3Y | +33.2% | -19.2% | +52.5% | +33.2% |
| 5Y | +10.9% | -9.4% | +20.3% | +2.7% |
| All | +244.8% | +196.2% | +48.6% | +119.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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