+7,401.6%
NEE vs UL
+2,739.8%
+4,661.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | +9.0% | +5.7% | +3.4% | +7.3% |
| 3M | +0.2% | +7.0% | -6.8% | -1.9% |
| 6M | -8.5% | +16.1% | -24.6% | -12.7% |
| YTD | +8.6% | +3.6% | +5.0% | +6.8% |
| 1Y | +2.2% | -1.4% | +3.5% | +1.9% |
| 3Y | +69.1% | +34.1% | +35.0% | +53.6% |
| 5Y | +13.0% | +32.0% | -19.0% | +1.8% |
| 10Y | +288.0% | +104.7% | +183.3% | +208.8% |
| All | +7,401.6% | +2,739.8% | +4,661.8% | +3,363.2% |
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