+2,787.5%
NEE vs URI
+7,134.6%
-4,347.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -0.9% |
| 7D | +1.9% | -2.0% | +3.9% | +2.1% |
| 30D | -2.2% | -12.9% | +10.8% | -0.9% |
| 3M | -1.2% | -6.7% | +5.6% | -0.7% |
| 6M | -8.6% | +19.0% | -27.6% | -10.4% |
| YTD | +6.2% | +25.5% | -19.3% | +3.4% |
| 1Y | +21.1% | +5.5% | +15.6% | +19.6% |
| 3Y | +36.4% | +111.3% | -74.9% | +24.9% |
| 5Y | +11.4% | +198.6% | -187.2% | -2.2% |
| 10Y | +250.0% | +1,179.9% | -929.9% | +161.7% |
| All | +2,787.5% | +7,134.6% | -4,347.1% | +1,627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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