+38.9%
NEE vs U
-43.9%
+82.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | -0.2% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -3.1% | -4.1% | +1.0% | -2.9% |
| 3M | -2.4% | +57.8% | -60.2% | -4.8% |
| 6M | -8.6% | +103.5% | -112.1% | -12.3% |
| YTD | +4.9% | -4.8% | +9.7% | +4.4% |
| 1Y | +19.4% | -2.4% | +21.8% | +18.1% |
| 3Y | +34.9% | +11.7% | +23.2% | +29.1% |
| 5Y | +11.0% | -68.9% | +79.9% | +8.5% |
| All | +38.9% | -43.9% | +82.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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