-32.6%
TER vs NEE
+4.0%
-36.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.6% |
| 7D | -5.8% | +2.2% | -7.9% | -3.1% |
| 30D | -38.9% | +12.3% | -51.2% | -32.6% |
| All | -32.6% | +4.0% | -36.6% | -22.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling