+11.0%
NEE vs TRU
-36.7%
+47.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.9% | -9.4% | +7.5% | -0.7% |
| 30D | -3.1% | -4.1% | +1.0% | -2.7% |
| 3M | -2.4% | +13.6% | -16.0% | -4.2% |
| 6M | -8.6% | +3.6% | -12.2% | -9.5% |
| YTD | +4.9% | -9.8% | +14.7% | +5.6% |
| 1Y | +19.4% | -13.6% | +33.0% | +20.7% |
| 3Y | +34.9% | -2.0% | +36.8% | +30.7% |
| 5Y | +11.0% | -35.8% | +46.8% | +18.3% |
| All | +11.0% | -36.7% | +47.7% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling