+11.3%
NEE vs TRV
+162.8%
-151.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -0.7% |
| 7D | -1.3% | +1.9% | -3.3% | -1.8% |
| 30D | -3.3% | +1.7% | -5.0% | -3.8% |
| 3M | -2.3% | +23.9% | -26.1% | -8.0% |
| 6M | -8.9% | +26.3% | -35.1% | -14.6% |
| YTD | +4.8% | +30.8% | -26.0% | -2.9% |
| 1Y | +18.7% | +36.3% | -17.6% | +8.7% |
| 3Y | +33.2% | +145.0% | -111.8% | +3.2% |
| All | +11.3% | +162.8% | -151.5% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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