+138.6%
NOK vs NEE
+251.4%
-112.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.8% |
| 7D | +11.0% | -1.3% | +12.3% | +11.3% |
| 30D | +7.8% | -3.3% | +11.2% | +8.7% |
| 3M | -21.0% | -2.3% | -18.8% | -20.7% |
| 6M | +40.9% | -8.9% | +49.7% | +43.6% |
| YTD | +72.0% | +4.8% | +67.3% | +69.0% |
| 1Y | +140.9% | +18.7% | +122.2% | +128.5% |
| 3Y | +194.3% | +33.2% | +161.0% | +163.2% |
| 5Y | +112.5% | +10.9% | +101.7% | +98.2% |
| All | +138.6% | +251.4% | -112.8% | +84.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling