+285.0%
NEE vs UAL
+83.8%
+201.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.0% | +5.2% | -0.3% |
| 7D | -3.4% | +0.7% | -4.0% | -3.4% |
| 30D | +9.0% | +7.8% | +1.3% | +8.3% |
| 3M | +0.2% | -11.1% | +11.3% | +0.9% |
| 6M | -8.5% | +16.1% | -24.6% | -9.9% |
| YTD | +8.6% | -0.5% | +9.1% | +7.7% |
| 1Y | +2.2% | +11.3% | -9.1% | +0.3% |
| 3Y | +69.1% | +192.8% | -123.7% | +49.0% |
| 5Y | +13.0% | +123.3% | -110.2% | +0.3% |
| All | +285.0% | +83.8% | +201.2% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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