+33.5%
NEE vs TRU
-2.2%
+35.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -1.9% | -9.4% | +7.5% | -1.7% |
| 30D | -3.1% | -4.1% | +1.0% | -3.0% |
| 3M | -2.4% | +13.6% | -16.0% | -2.7% |
| 6M | -8.6% | +3.6% | -12.2% | -8.7% |
| YTD | +4.9% | -9.8% | +14.7% | +5.4% |
| 1Y | +19.4% | -13.6% | +33.0% | +19.9% |
| All | +33.5% | -2.2% | +35.7% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling