+55.2%
T vs NEE
+16.2%
+39.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | -1.1% | +11.5% | -12.6% | -3.4% |
| 3M | -7.7% | +2.6% | -10.4% | -8.3% |
| 6M | -10.6% | -6.0% | -4.7% | -9.6% |
| YTD | -7.5% | +9.8% | -17.3% | -9.4% |
| 1Y | -7.4% | +4.7% | -12.1% | -8.5% |
| 3Y | +63.1% | +71.0% | -8.0% | +44.9% |
| 5Y | +55.2% | +15.8% | +39.4% | +37.1% |
| All | +55.2% | +16.2% | +39.0% | +37.1% |
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