+7,238.0%
NEE vs UL
+2,661.1%
+4,576.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +1.9% | -1.3% | +3.3% | +2.3% |
| 30D | -2.2% | +0.5% | -2.6% | -2.3% |
| 3M | -1.2% | +17.6% | -18.8% | -6.0% |
| 6M | -8.6% | -5.4% | -3.2% | -7.5% |
| YTD | +6.2% | +0.7% | +5.5% | +5.4% |
| 1Y | +21.1% | -9.3% | +30.4% | +23.7% |
| 3Y | +36.4% | +24.5% | +11.9% | +26.7% |
| 5Y | +11.4% | +23.2% | -11.8% | +2.4% |
| 10Y | +250.0% | +64.5% | +185.5% | +195.1% |
| All | +7,238.0% | +2,661.1% | +4,576.9% | +3,316.4% |
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