+61.0%
NEE vs U
+81.5%
-20.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.5% | -7.0% | -1.5% |
| 7D | +3.9% | +36.6% | -32.7% | +3.5% |
| 30D | +12.8% | +13.3% | -0.5% | +12.7% |
| 3M | +3.6% | +26.2% | -22.6% | +3.3% |
| 6M | -7.5% | +88.7% | -96.2% | -8.3% |
| YTD | +10.7% | +16.6% | -5.9% | +11.1% |
| 1Y | +9.1% | +29.0% | -19.9% | +9.0% |
| 3Y | +61.0% | +99.5% | -38.5% | +56.0% |
| All | +61.0% | +81.5% | -20.5% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling