+27.0%
NEE vs USAR
+74.5%
-47.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.1% | +2.3% | -1.2% | +1.1% |
| 30D | -0.2% | -8.6% | +8.4% | -0.2% |
| 3M | +0.5% | -20.5% | +21.0% | +0.6% |
| 6M | -6.5% | +1.2% | -7.7% | -6.6% |
| YTD | +6.7% | +48.4% | -41.7% | +6.4% |
| 1Y | +23.6% | +30.6% | -7.0% | +23.6% |
| 3Y | +37.1% | +73.6% | -36.5% | +36.4% |
| All | +27.0% | +74.5% | -47.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling