+70.3%
T vs NEE
+251.4%
-181.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | +7.5% | -3.3% | +10.8% | +8.5% |
| 3M | +14.8% | -2.3% | +17.1% | +15.6% |
| 6M | -1.7% | -8.9% | +7.1% | +0.8% |
| YTD | +8.7% | +4.8% | +3.9% | +6.9% |
| 1Y | -7.5% | +18.7% | -26.2% | -12.6% |
| 3Y | +110.2% | +33.2% | +77.0% | +87.3% |
| 5Y | +71.6% | +10.9% | +60.8% | +58.9% |
| All | +70.3% | +251.4% | -181.1% | +8.2% |
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