+7,386.6%
NEE vs UL
+2,770.2%
+4,616.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.4% |
| 30D | +8.6% | +4.5% | +4.1% | +7.2% |
| 3M | -0.3% | +6.5% | -6.8% | -2.2% |
| 6M | -8.9% | +18.2% | -27.1% | -13.6% |
| YTD | +8.3% | +4.7% | +3.7% | +6.3% |
| 1Y | +4.3% | +0.8% | +3.5% | +3.3% |
| 3Y | +70.7% | +35.9% | +34.9% | +54.5% |
| 5Y | +12.8% | +33.4% | -20.6% | +1.3% |
| 10Y | +287.2% | +106.9% | +180.3% | +207.3% |
| All | +7,386.6% | +2,770.2% | +4,616.4% | +3,345.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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