+62.5%
T vs NEE
+290.2%
-227.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.5% | -0.1% |
| 7D | +1.6% | -3.4% | +5.0% | +2.7% |
| 30D | -2.9% | +9.0% | -12.0% | -5.5% |
| 3M | -7.5% | +0.2% | -7.7% | -7.6% |
| 6M | -9.9% | -8.5% | -1.4% | -7.6% |
| YTD | -6.4% | +8.6% | -15.0% | -9.1% |
| 1Y | -9.4% | +2.2% | -11.6% | -10.4% |
| 3Y | +64.9% | +69.1% | -4.2% | +36.2% |
| 5Y | +57.0% | +13.0% | +43.9% | +44.6% |
| All | +62.5% | +290.2% | -227.7% | -3.9% |
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 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