+7,661.9%
NEE vs USB
+8,119.9%
-458.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.1% |
| 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% | -8.5% |
| YTD | +12.3% | +15.2% | -2.8% | +9.3% |
| 1Y | +10.5% | +32.8% | -22.2% | +4.9% |
| 3Y | +62.5% | +91.3% | -28.8% | +43.4% |
| 5Y | +18.0% | +22.7% | -4.6% | +10.4% |
| 10Y | +270.1% | +97.0% | +173.0% | +209.3% |
| All | +7,661.9% | +8,119.9% | -458.0% | +4,375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling