+7,386.6%
NEE vs UNP
+10,123.3%
-2,736.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.1% | +4.2% | -6.3% | -3.1% |
| 30D | +8.6% | +5.6% | +3.0% | +7.2% |
| 3M | -0.3% | +2.0% | -2.3% | -0.9% |
| 6M | -8.9% | +15.4% | -24.3% | -12.4% |
| YTD | +8.3% | +32.7% | -24.4% | +0.7% |
| 1Y | +4.3% | +39.4% | -35.2% | -4.3% |
| 3Y | +70.7% | +54.3% | +16.4% | +51.9% |
| 5Y | +12.8% | +39.6% | -26.8% | +2.2% |
| 10Y | +287.2% | +288.9% | -1.6% | +171.4% |
| All | +7,386.6% | +10,123.3% | -2,736.7% | +2,677.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling