+1,682.3%
NOK vs NEE
+6,375.6%
-4,693.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.5% | +5.7% | +6.0% |
| 7D | +7.3% | +1.1% | +6.2% | +6.9% |
| 30D | +13.8% | -0.2% | +14.0% | +13.9% |
| 3M | -27.0% | +0.5% | -27.5% | -27.3% |
| 6M | +37.6% | -6.5% | +44.1% | +40.1% |
| YTD | +64.6% | +6.7% | +57.9% | +59.6% |
| 1Y | +132.0% | +23.6% | +108.4% | +112.8% |
| 3Y | +183.7% | +37.1% | +146.5% | +142.1% |
| 5Y | +101.3% | +10.9% | +90.4% | +82.9% |
| 10Y | +122.4% | +245.4% | -123.0% | +23.9% |
| All | +1,682.3% | +6,375.6% | -4,693.3% | +492.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling