+72.4%
TER vs NEE
+17.3%
+55.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.1% | +12.8% | +12.8% |
| 7D | -5.8% | +2.2% | -7.9% | -6.5% |
| 30D | -38.9% | +12.3% | -51.2% | -41.5% |
| 3M | -35.1% | +3.4% | -38.5% | -36.1% |
| 6M | -31.6% | -5.3% | -26.3% | -30.6% |
| YTD | +27.2% | +10.6% | +16.7% | +23.0% |
| 1Y | +35.2% | +6.5% | +28.8% | +32.3% |
| 3Y | +192.8% | +73.5% | +119.3% | +131.1% |
| 5Y | +72.4% | +17.0% | +55.5% | +50.3% |
| All | +72.4% | +17.3% | +55.1% | +50.3% |
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