-31.7%
NKE vs NEE
+11.3%
-43.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.9% | +0.3% | +4.7% |
| 7D | +9.0% | +9.2% | -0.2% | +8.2% |
| 30D | +19.2% | +16.0% | +3.3% | +18.2% |
| 3M | -1.5% | +2.2% | -3.7% | -2.4% |
| 6M | -4.2% | -6.0% | +1.8% | -4.3% |
| YTD | -34.8% | +12.6% | -47.3% | -40.0% |
| 1Y | -31.7% | +11.4% | -43.1% | -36.1% |
| All | -31.7% | +11.3% | -43.0% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 1y: compounded portfolio wealth divided by compounded NEE 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…
1y analysis · Full analysis span regression · 6 months rolling