+281.9%
NEE vs UAL
+106.7%
+175.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.6% |
| 7D | +2.2% | +10.2% | -8.0% | +1.3% |
| 30D | +12.3% | +12.0% | +0.2% | +11.2% |
| 3M | +3.4% | -7.1% | +10.5% | +3.8% |
| 6M | -5.3% | +20.9% | -26.2% | -7.1% |
| YTD | +10.6% | +7.7% | +2.9% | +9.0% |
| 1Y | +6.5% | +23.6% | -17.1% | +3.7% |
| 3Y | +73.5% | +222.6% | -149.0% | +51.7% |
| 5Y | +17.0% | +127.9% | -111.0% | +3.6% |
| 10Y | +281.9% | +100.2% | +181.7% | +207.6% |
| All | +281.9% | +106.7% | +175.2% | +207.6% |
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