+11.0%
NEE vs UMC
+134.9%
-123.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | -0.1% |
| 7D | -1.9% | +11.4% | -13.3% | -2.7% |
| 30D | -3.1% | +16.8% | -19.9% | -4.3% |
| 3M | -2.4% | +19.1% | -21.5% | -4.7% |
| 6M | -8.6% | +137.4% | -146.0% | -17.6% |
| YTD | +4.9% | +186.4% | -181.4% | -8.1% |
| 1Y | +19.4% | +229.1% | -209.7% | +2.5% |
| 3Y | +34.9% | +257.9% | -223.0% | +12.4% |
| 5Y | +11.0% | +137.5% | -126.5% | -5.6% |
| All | +11.0% | +134.9% | -123.8% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling