+219.1%
TER vs NEE
+12.6%
+206.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.0% |
| 7D | +11.0% | +1.1% | +9.9% | +10.5% |
| 30D | -1.9% | -0.2% | -1.6% | -1.8% |
| 3M | -0.7% | +0.5% | -1.2% | -1.1% |
| 6M | +36.4% | -6.5% | +42.9% | +40.0% |
| YTD | +92.4% | +6.7% | +85.7% | +88.9% |
| 1Y | +213.5% | +23.6% | +189.9% | +192.6% |
| 3Y | +277.2% | +37.1% | +240.1% | +229.9% |
| 5Y | +219.1% | +10.9% | +208.2% | +196.3% |
| All | +219.1% | +12.6% | +206.5% | +196.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling