+14,546.7%
NVDA vs NEE
+251.4%
+14,295.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.1% | -1.3% | -3.8% | -4.7% |
| 30D | -2.5% | -3.3% | +0.8% | -1.3% |
| 3M | +6.7% | -2.3% | +8.9% | +7.4% |
| 6M | +17.6% | -8.9% | +26.5% | +20.7% |
| YTD | +17.3% | +4.8% | +12.6% | +14.0% |
| 1Y | +23.5% | +18.7% | +4.8% | +13.9% |
| 3Y | +384.6% | +33.2% | +351.4% | +300.4% |
| 5Y | +875.4% | +10.9% | +864.6% | +782.9% |
| All | +14,546.7% | +251.4% | +14,295.3% | +10,266.4% |
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