+995.4%
TER vs NEE
+289.4%
+706.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.3% |
| 7D | +14.4% | -2.1% | +16.5% | +15.3% |
| 30D | -30.6% | +8.6% | -39.2% | -33.3% |
| 3M | -39.2% | -0.3% | -38.9% | -39.5% |
| 6M | -31.3% | -8.9% | -22.4% | -29.3% |
| YTD | +29.1% | +8.3% | +20.7% | +24.2% |
| 1Y | +47.4% | +4.3% | +43.2% | +44.0% |
| 3Y | +191.2% | +70.7% | +120.5% | +120.6% |
| 5Y | +74.0% | +12.8% | +61.2% | +57.8% |
| All | +995.4% | +289.4% | +706.0% | +542.9% |
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