+7,238.0%
NEE vs UNP
+9,690.0%
-2,452.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.9% | -5.3% | +7.3% | +3.3% |
| 30D | -2.2% | -1.5% | -0.6% | -1.8% |
| 3M | -1.2% | +10.3% | -11.4% | -3.7% |
| 6M | -8.6% | +9.7% | -18.2% | -10.9% |
| YTD | +6.2% | +27.1% | -20.9% | -0.3% |
| 1Y | +21.1% | +32.6% | -11.5% | +12.5% |
| 3Y | +36.4% | +40.0% | -3.6% | +24.3% |
| 5Y | +11.4% | +50.8% | -39.5% | -0.9% |
| 10Y | +250.0% | +278.6% | -28.6% | +146.7% |
| All | +7,238.0% | +9,690.0% | -2,452.0% | +2,651.9% |
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