+63.4%
NEE vs USB
+90.4%
-27.0%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.2% |
| 7D | +7.4% | -1.5% | +8.9% | +7.7% |
| 30D | +13.3% | +4.3% | +9.0% | +12.5% |
| 3M | +3.5% | -6.1% | +9.6% | +4.6% |
| 6M | -7.0% | +9.4% | -16.4% | -8.6% |
| YTD | +12.3% | +15.2% | -2.8% | +9.0% |
| 1Y | +10.5% | +32.8% | -22.2% | +4.2% |
| All | +63.4% | +90.4% | -27.0% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling