+11.4%
NEE vs UMC
+112.5%
-101.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.1% | +7.0% | +4.8% |
| 7D | +9.2% | -14.7% | +23.8% | +8.8% |
| 30D | +16.0% | -32.9% | +48.8% | +15.4% |
| 3M | +2.2% | -22.2% | +24.3% | +2.0% |
| 6M | -6.0% | +25.9% | -31.9% | -5.7% |
| YTD | +12.6% | +107.9% | -95.3% | +16.1% |
| 1Y | +11.4% | +115.0% | -103.6% | +14.7% |
| All | +11.4% | +112.5% | -101.1% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling