+199.8%
TER vs NEE
+19.1%
+180.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.2% | +5.8% |
| 7D | +0.6% | +1.9% | -1.4% | -0.5% |
| 30D | -8.3% | -2.2% | -6.2% | -7.2% |
| 3M | -12.2% | -1.2% | -11.1% | -12.4% |
| 6M | +17.0% | -8.6% | +25.6% | +25.2% |
| YTD | +84.6% | +6.2% | +78.4% | +87.1% |
| 1Y | +199.8% | +21.1% | +178.7% | +178.5% |
| All | +199.8% | +19.1% | +180.7% | +178.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling