+10,451.6%
TER vs NEE
+7,401.6%
+3,050.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.5% |
| 7D | +24.0% | -3.4% | +27.3% | +25.5% |
| 30D | -30.6% | +9.0% | -39.7% | -33.3% |
| 3M | -34.5% | +0.2% | -34.7% | -35.0% |
| 6M | -26.4% | -8.5% | -17.9% | -24.6% |
| YTD | +36.4% | +8.6% | +27.9% | +31.3% |
| 1Y | +47.4% | +2.2% | +45.3% | +45.2% |
| 3Y | +202.6% | +69.1% | +133.5% | +138.6% |
| 5Y | +83.9% | +13.0% | +70.9% | +67.0% |
| 10Y | +1,068.0% | +288.0% | +780.0% | +558.9% |
| All | +10,451.6% | +7,401.6% | +3,050.1% | +2,938.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling