+24.9%
NEE vs USAR
+58.5%
-33.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.7% | -0.2% |
| 7D | -1.9% | -9.3% | +7.4% | -1.9% |
| 30D | -3.1% | -15.2% | +12.1% | -3.1% |
| 3M | -2.4% | -21.1% | +18.7% | -2.3% |
| 6M | -8.6% | -21.6% | +13.0% | -8.6% |
| YTD | +4.9% | +34.8% | -29.9% | +4.7% |
| 1Y | +19.4% | +15.6% | +3.7% | +19.5% |
| 3Y | +34.9% | +57.7% | -22.9% | +34.2% |
| All | +24.9% | +58.5% | -33.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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