+43.2%
TER vs NEE
+11.3%
+31.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +4.9% | -11.7% | -8.0% |
| 7D | -19.9% | +9.2% | -29.0% | -22.1% |
| 30D | -43.5% | +16.0% | -59.5% | -47.0% |
| 3M | -37.8% | +2.2% | -40.0% | -36.8% |
| 6M | -25.6% | -6.0% | -19.6% | -18.6% |
| YTD | +29.8% | +12.6% | +17.2% | +27.4% |
| 1Y | +43.2% | +11.4% | +31.8% | +39.1% |
| All | +43.2% | +11.3% | +31.9% | +39.1% |
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 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