+904.7%
NEE vs URA
-51.6%
+956.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.4% | -5.9% | -2.1% |
| 7D | +3.9% | -4.1% | +8.0% | +4.4% |
| 30D | +12.8% | -19.0% | +31.8% | +15.9% |
| 3M | +3.6% | -25.1% | +28.7% | +7.4% |
| 6M | -7.5% | -44.5% | +37.0% | -0.4% |
| YTD | +10.7% | -24.3% | +35.0% | +13.0% |
| 1Y | +9.1% | -28.1% | +37.2% | +11.9% |
| 3Y | +61.0% | +40.7% | +20.3% | +44.5% |
| 5Y | +16.3% | +35.5% | -19.2% | +2.6% |
| 10Y | +264.6% | +281.2% | -16.5% | +155.8% |
| All | +904.7% | -51.6% | +956.3% | +795.4% |
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