+1,408.4%
NEE vs UAL
+242.1%
+1,166.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -0.9% |
| 7D | +1.9% | +0.7% | +1.2% | +1.9% |
| 30D | -2.2% | -16.1% | +13.9% | -1.0% |
| 3M | -1.2% | +6.1% | -7.3% | -1.8% |
| 6M | -8.6% | +10.8% | -19.4% | -9.6% |
| YTD | +6.2% | -0.4% | +6.6% | +5.5% |
| 1Y | +21.1% | +5.0% | +16.1% | +19.7% |
| 3Y | +36.4% | +124.0% | -87.6% | +25.6% |
| 5Y | +11.4% | +141.0% | -129.6% | +0.7% |
| 10Y | +250.0% | +118.0% | +132.0% | +203.4% |
| All | +1,408.4% | +242.1% | +1,166.4% | +1,045.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling