+864.0%
NEE vs URA
-31.1%
+895.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +1.9% | +1.1% | +0.9% | +1.8% |
| 30D | -2.2% | +7.4% | -9.5% | -3.2% |
| 3M | -1.2% | -8.4% | +7.2% | -0.4% |
| 6M | -8.6% | -12.7% | +4.2% | -7.6% |
| YTD | +6.2% | +7.8% | -1.6% | +3.5% |
| 1Y | +21.1% | +19.5% | +1.7% | +15.3% |
| 3Y | +36.4% | +116.4% | -80.0% | +15.3% |
| 5Y | +11.4% | +134.3% | -122.9% | -9.4% |
| 10Y | +250.0% | +359.3% | -109.3% | +140.1% |
| All | +864.0% | -31.1% | +895.2% | +720.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling