+1,006.2%
TER vs NEE
+281.5%
+724.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -8.9% | +2.3% | -11.2% | -9.9% |
| 30D | -39.1% | +11.5% | -50.5% | -42.1% |
| 3M | -32.8% | +2.6% | -35.4% | -33.9% |
| 6M | -31.7% | -6.0% | -25.8% | -30.7% |
| YTD | +26.9% | +9.8% | +17.1% | +21.5% |
| 1Y | +33.6% | +4.7% | +28.9% | +30.3% |
| 3Y | +181.5% | +71.0% | +110.5% | +113.4% |
| 5Y | +76.1% | +15.8% | +60.3% | +57.9% |
| 10Y | +1,006.2% | +287.3% | +718.9% | +558.1% |
| All | +1,006.2% | +281.5% | +724.7% | +558.1% |
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 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