+56.9%
ON vs NEE
+9.6%
+47.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.3% |
| 7D | -1.9% | -0.5% | -1.3% | -1.7% |
| 30D | -11.0% | -1.7% | -9.3% | -10.6% |
| 3M | -39.3% | -1.8% | -37.5% | -39.2% |
| 6M | +19.8% | -8.8% | +28.7% | +22.9% |
| YTD | +31.1% | +5.2% | +25.9% | +28.1% |
| 1Y | +46.0% | +21.3% | +24.6% | +36.0% |
| 3Y | -27.5% | +35.2% | -62.7% | -37.0% |
| 5Y | +56.9% | +10.1% | +46.8% | +40.7% |
| All | +56.9% | +9.6% | +47.3% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling