+246.3%
NEE vs URA
+380.3%
-134.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | -0.5% | +5.7% | -6.3% | -1.3% |
| 30D | -1.7% | +5.6% | -7.3% | -2.5% |
| 3M | -1.8% | +6.2% | -8.0% | -3.0% |
| 6M | -8.8% | -8.2% | -0.6% | -8.5% |
| YTD | +5.2% | +9.7% | -4.5% | +2.2% |
| 1Y | +21.3% | +17.0% | +4.4% | +15.8% |
| 3Y | +35.2% | +118.5% | -83.3% | +12.7% |
| 5Y | +10.1% | +134.3% | -124.2% | -12.0% |
| All | +246.3% | +380.3% | -134.0% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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