+245.4%
NEE vs UNP
+287.3%
-41.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | -1.9% | -1.2% | -0.8% | -1.5% |
| 30D | -3.1% | -2.0% | -1.2% | -2.6% |
| 3M | -2.4% | +7.5% | -9.9% | -5.0% |
| 6M | -8.6% | +15.3% | -23.9% | -13.2% |
| YTD | +4.9% | +25.4% | -20.5% | -3.2% |
| 1Y | +19.4% | +35.6% | -16.2% | +7.2% |
| 3Y | +34.9% | +44.1% | -9.3% | +17.7% |
| 5Y | +11.0% | +54.0% | -42.9% | -6.0% |
| All | +245.4% | +287.3% | -41.9% | +165.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 10y: compounded portfolio wealth divided by compounded UNP 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…
10y analysis · Full analysis span regression · 6 months rolling